WOLFRAM

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)Summary of the most common use cases

Fit a Poisson model:

Out[2]=2

Compute the covariance matrix using the default dispersion estimate:

Out[3]=3

Estimate the dispersion by Pearson's :

Out[4]=4

Estimate the dispersion by the mean squared error:

Out[5]=5

Scope  (2)Survey of the scope of standard use cases

Define the estimate within the FittedModel:

Out[2]=2
Out[3]=3
Out[4]=4
Out[5]=5
Out[6]=6

Fit a logit model:

Out[2]=2

Estimate the dispersion by the sum of squared errors:

Out[3]=3

Fit a probit model:

Out[4]=4

Estimate the dispersion by the mean squared error:

Out[5]=5
Wolfram Research (2008), DispersionEstimatorFunction, Wolfram Language function, https://reference.wolfram.com/language/ref/DispersionEstimatorFunction.html.
Wolfram Research (2008), DispersionEstimatorFunction, Wolfram Language function, https://reference.wolfram.com/language/ref/DispersionEstimatorFunction.html.

Text

Wolfram Research (2008), DispersionEstimatorFunction, Wolfram Language function, https://reference.wolfram.com/language/ref/DispersionEstimatorFunction.html.

Wolfram Research (2008), DispersionEstimatorFunction, Wolfram Language function, https://reference.wolfram.com/language/ref/DispersionEstimatorFunction.html.

CMS

Wolfram Language. 2008. "DispersionEstimatorFunction." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/DispersionEstimatorFunction.html.

Wolfram Language. 2008. "DispersionEstimatorFunction." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/DispersionEstimatorFunction.html.

APA

Wolfram Language. (2008). DispersionEstimatorFunction. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/DispersionEstimatorFunction.html

Wolfram Language. (2008). DispersionEstimatorFunction. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/DispersionEstimatorFunction.html

BibTeX

@misc{reference.wolfram_2025_dispersionestimatorfunction, author="Wolfram Research", title="{DispersionEstimatorFunction}", year="2008", howpublished="\url{https://reference.wolfram.com/language/ref/DispersionEstimatorFunction.html}", note=[Accessed: 04-April-2025 ]}

@misc{reference.wolfram_2025_dispersionestimatorfunction, author="Wolfram Research", title="{DispersionEstimatorFunction}", year="2008", howpublished="\url{https://reference.wolfram.com/language/ref/DispersionEstimatorFunction.html}", note=[Accessed: 04-April-2025 ]}

BibLaTeX

@online{reference.wolfram_2025_dispersionestimatorfunction, organization={Wolfram Research}, title={DispersionEstimatorFunction}, year={2008}, url={https://reference.wolfram.com/language/ref/DispersionEstimatorFunction.html}, note=[Accessed: 04-April-2025 ]}

@online{reference.wolfram_2025_dispersionestimatorfunction, organization={Wolfram Research}, title={DispersionEstimatorFunction}, year={2008}, url={https://reference.wolfram.com/language/ref/DispersionEstimatorFunction.html}, note=[Accessed: 04-April-2025 ]}