Contents
How is the GLM fitted for fixed means?
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.
How is the link function fitted in GLM?
The link function. Currently must be one of log, sqrt or identity . 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.
Which is the Maxit parameter for the GLM fit?
(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 .
How is the GLM fitted for a given theta parameter?
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.
How to fit a negative binomial generalized linear model?
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. Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S.
How is the object like the output of glmbut?
The object is like the output of glmbut contains three additional components, namely thetafor the ML estimate of theta, SE.thetafor its approximate standard error (using observed rather than expected information), and twologlikfor twice the log-likelihood function. References