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BUILT-IN MATHEMATICA SYMBOL
DispersionEstimatorFunction
DispersionEstimatorFunction
is an option for generalized linear model fitting functions that specifies the estimator for the dispersion parameter.
Details
- 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 DispersionEstimatorFunction->Automatic, 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 DispersionEstimatorFunction->f, 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 
.
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