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