On Mon, 12 Jun 2006, Jeff Miller wrote: > Cameron and Trivedi in their 1998 Regression Analysis of Count Data refer to > NB1 and NB2 > > NB1 is the negative binomial model with variance = mu + (alpha * mu^1) > yielding (1+alpha)*mu > > NB2 sets the power to 2; hence, variance = mu + (alpha*mu^2) > > I think that NB2 can be requested via > > negbin2<-glm(hhm~sex+age,family=quasi(var="mu^2",link="log")) > > Is that right?
No. That is variance = phi*mu^2, not mu + (alpha*mu^2). > If so, how I can get NB1? The quasi family appears to be very > limited in variance specification options. [Not so in the R-devel version of R: you can supply any variance function.] You can use your own family in any version of R. Package MASS has for many years supplied negative.binomial, which has mu + mu^2/theta, a parametrization of `NB2'. It even provides glm.nb to estimate theta. Note that (and this is explicitly in your reference) (1+alpha)*mu = phi*mu so that NB1 can be fitted as a quasipoisson GLM, although the quasilikelihood used is the *not* the likelihood of the model (which is not a GLM). You could easily fit this model by maximum likelihood by direct maximization: p.445 of MASS provides a suitable template. -- 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
