DispersionEstimatorFunction

DispersionEstimatorFunction

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

Details

Examples

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Basic Examples  (1)

Fit a Poisson model:

Compute the covariance matrix using the default dispersion estimate:

Estimate the dispersion by Pearson's :

Estimate the dispersion by the mean squared error:

Scope  (2)

Define the estimate within the FittedModel:

Fit a logit model:

Estimate the dispersion by the sum of squared errors:

Fit a probit model:

Estimate the dispersion by the mean squared error:

Introduced in 2008
 (7.0)