# Quasi Poisson model quasi-likelihood

Wikipedia (https://en.wikipedia.org/wiki/Variance_function) gives this as the general definition of quasi-(log)-likelihood: $$Q(\mu,y)= \int _{y}^{\mu} \frac{y-t}{\sigma^2 V(t)} dt$$ In the case of quasi poisson regression, what are $\sigma^2$ and $V$? I know that we assume the relationship of the mean and the variance to be linear, so I guess $V(t)=\phi t$, where $\phi$ is the over dispersion parameter. Am I correct?