On Thu, 30 Jun 2005, Edward McNeil wrote: > Hi, Can someone tell me if it is possible to set the dispersion > parameter constant when fitting a negative binomial glm in R? I've > looked at the documentation and can't find the appropriate argument to > pass. In STATA I can type: nbreg depvar [indepvar...], offset(offset) > dispersion(constant). Thank you
I had to read the STATA documentation. nbreg does not claim to fit a `Neg Bin GLM' and with option dispersion(constant) it is not fitting a GLM at all. See http://www.stata.com/help.cgi?nbreg and http://www.stata.com/support/faqs/stat/nbreg1.html So I think you need to think carefully about what you actually want, as STATA is not doing what you asked for. If I had to fit the STATA model in R I would directly maximize the likelihood, modifying the example code in MASS4 chapter 16. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
