Dear All

I recently proposed a simple modification to Wedderburn's 1974 estimate of overdispersion for count and binomial data, which is used in glm for the quasipoisson and quasibinomial families (see the reference below).

Although my motivation for the modification arose from considering sparse data, it will be almost identical to Wedderburn's estimate when the data are not sparse. It should therefore work uniformly better than the current estimate in glm.

As I am not a regular to R mailing lists, I wasn't sure of the best means of proposing this modification. I therefore asked Paul Murrell, and he suggested I post it here.

The modification is very simple and would take at most a couple of lines of code. The reference below gives details regarding its asymptotic properties, as well as simulation results that illustrate the benefits of using it for sparse data.

I am happy to give more details if needed.

David Fletcher
Department of Mathematics and Statistics
University of Otago
Dunedin
New Zealand

D.J. Fletcher (2012) Estimating overdispersion when fitting a generalized linear model to sparse data. Biometrika 99:230–237 (http://biomet.oxfordjournals.org/content/99/1/230.abstract?etoc)

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