Estimate theta of the Negative Binomial by Moments

Usage

theta.mm(y, u, dfr, limit=10, eps=sqrt(.Machine$single.eps))

Arguments

y Vector of observed values from the Negative Binomial.
u Estimated mean vector.
dfr Residual degrees of freedom (assuming theta known).
limit Limit on the number of iterations.
eps Tolerance to determine convergence.

Description

Given the mean estimate, calculate the moment estimator of theta by equating sum((y-mu)^2/(mu+mu^2/theta)) to the residual degrees of freedom.

Value

The required estimate of theta, as a scalar.

See Also

glm.nb

Examples

theta <- theta.mm(y, fitted(fm), dfr=123)


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