BUILT-IN MATHEMATICA SYMBOL

DispersionEstimatorFunction

DispersionEstimatorFunction
is an option for generalized linear model fitting functions that specifies the estimator for the dispersion parameter.

DetailsDetails

• DispersionEstimatorFunction is an option for GeneralizedLinearModelFit, LogitModelFit, and ProbitModelFit.
• With DispersionEstimatorFunction->"PearsonChiSquare", the estimator is where is the number of data points, is the number of parameters, and is the variance function for the distribution.
• With , the following estimates are used:
•  "Binomial" 1 "Gamma" "Gaussian" "InverseGaussian" "Poisson" 1 "QuasiLikelihood"
• Non-default values can be used to model overdispersion in and models.
• With the setting , the common dispersion is estimated by where is the list of observations, is the list of predicted values, and is the list of weights for the measurements .

ExamplesExamplesopen allclose all

Basic Examples (1)Basic Examples (1)

Fit a Poisson model:

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Compute the covariance matrix using the default dispersion estimate:

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Estimate the dispersion by Pearson's :

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Estimate the dispersion by the mean squared error:

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