Linked Questions

16 votes
2 answers

dispersion in summary.glm()

I conducted a glm.nb by glm1<-glm.nb(x~factor(group)) with group being a categorial and x being a metrical variable. When I try to get the summary of the ...
8 votes
1 answer

Interpretation of $\theta$ in negative binomial regression

First off, a very similar question has been asked before. But the answers to this question did not explain what high/low values of theta mean. Here's my crack at trying to figure out what high/low ...
  • 12.9k
7 votes
2 answers

What is the R rnbinom negative binomial dispersion parameter?

In the R function, rnbinom, one of the parameters is the dispersion or shape parameter. This can be parameterized as theta or alpha, depending on how the model is ...
3 votes
1 answer

Interpreting dispersion of glm.nb

First, I have read this post, this post and this post. All have very useful information. I have three other more specific questions. I have estimated a negative binomial model using the glm.nb ...
5 votes
2 answers

Overdispersion parameter in R's glmmTMB

I am using R's glmmTMB for modeling negative binomial mixed effects. In the output, I see the following line : ...
3 votes
1 answer

What r parameter is used in a negative binomial regression?

From my understanding of the negative binomial regression, we have $Y_i|X_i; \theta$ is distributed $Neg Binom (r_i, p_i)$, where $r_i$ is known and fixed (analogous to a fixed $\sigma^2$ when we ...
  • 135
2 votes
1 answer

Negative Binomial Regression: is parameter theta (R) the reciprocal of parameter kappa (SAS)?

After some frantic googling I do believe the answer is yes, but more so I am frustrated that the relation between the two parameters seems to be nowhere described explicitely so I do it here. (I hope ...
  • 802
2 votes
1 answer

Computing different types of negative binomial regression

I want to compare different Count Data Models. How does one compute NEGBIN type I and NEGBIN type II in R? Which model is estimated by glm.nb()? Thanks in advance
  • 33
2 votes
1 answer

What better I use for Negative Binomial Regression with library(MASS) glm(family=negative.binomial) or glm.nb?

Hay, im a newbie and still need more learn. I have several question, I'm trying to create a negative binomial regression model using the R and library(MASS). But i'm still confusing what sould I use ...
1 vote
1 answer

Suspiciously low p values and narrow CIs

I am working on analyzing panel data of countries with several independent variables. I am aware from previous literature on panel data that an OLS model could be performed. However, because the ...
  • 11
0 votes
2 answers

Theta in a negative binomial random generator

The R function below draws random counts from a negative binomial distribution. The ...