glm.nb
Fit a Negative Binomial Generalized Linear Model
Description
A modification of the system function glm()
to include estimation of the additional parameter, theta
, for a Negative Binomial generalized linear model.
Usage
glm.nb(formula, data, weights, subset, na.action, start = NULL, etastart, mustart, control = glm.control(...), method = "glm.fit", model = TRUE, x = FALSE, y = TRUE, contrasts = NULL, ..., init.theta, link = log)
Arguments
formula, data, weights, subset, na.action, start, etastart,
mustart, control, method, model, x, y, contrasts, ... | arguments for the |
init.theta | Optional initial value for the theta parameter. If omitted a moment estimator after an initial fit using a Poisson GLM is used. |
link | The link function. Currently must be one of |
Details
An alternating iteration process is used. For given theta
the GLM is fitted using the same process as used by glm()
. For fixed means the theta
parameter is estimated using score and information iterations. The two are alternated until convergence of both. (The number of alternations and the number of iterations when estimating theta
are controlled by the maxit
parameter of glm.control
.)
Setting trace > 0
traces the alternating iteration process. Setting trace > 1
traces the glm
fit, and setting trace > 2
traces the estimation of theta
.
Value
A fitted model object of class negbin
inheriting from glm
and lm
. The object is like the output of glm
but contains three additional components, namely theta
for the ML estimate of theta, SE.theta
for its approximate standard error (using observed rather than expected information), and twologlik
for twice the log-likelihood function.
References
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.
See Also
glm
, negative.binomial
, anova.negbin
, summary.negbin
, theta.md
There is a simulate
method.
Examples
quine.nb1 <- glm.nb(Days ~ Sex/(Age + Eth*Lrn), data = quine) quine.nb2 <- update(quine.nb1, . ~ . + Sex:Age:Lrn) quine.nb3 <- update(quine.nb2, Days ~ .^4) anova(quine.nb1, quine.nb2, quine.nb3)
Copyright (©) 1999–2012 R Foundation for Statistical Computing.
Licensed under the GNU General Public License.