Good morning every body.
My question concerns the distribution of the $\theta$ parameter in a glm with a negative binomial distribution, such as $V(X)=\mu+\theta\mu^2$.
Indeed, $\theta$ is expected to follow a Gamma distribution but how to estimate the parameters of this distribution?
In R, when I use the function glm.nb I obtain the expected value of $\theta$ and its associated SE but I am not able whith these statistics to compute the parameter of the Gamma distribution. Does anybody knows how to derive these parameters from the output of the glm.nb function?