39 votes
Accepted

Negative binomial distribution vs binomial distribution

The difference is what we are interested in. Both distributions are built from independent Bernoulli trials with fixed probability of success, p. With the Binomial distribution, the random variable X ...
Jelsema's user avatar
  • 931
31 votes
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Diagnostics for generalized linear (mixed) models (specifically residuals)

This answer is not based on my knowledge but rather quotes what Bolker et al. (2009) wrote in an influential paper in the journal Trends in Ecology and Evolution. Since the article is not open access (...
Stefan's user avatar
  • 5,556
30 votes
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Continuous generalization of the negative binomial distribution

That's an interesting question. My research group has been using the distribution you refer to for some years in our publicly available bioinformatics software. As far as I know, the distribution does ...
Gordon Smyth's user avatar
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28 votes
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Expected number of times to roll a die until each side has appeared 3 times

Suppose all $d=6$ sides have equal chances. Let's generalize and find the expected number of rolls needed until side $1$ has appeared $n_1$ times, side $2$ has appeared $n_2$ times, ..., and side $d$ ...
whuber's user avatar
  • 316k
26 votes
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How to deal with overdispersion in Poisson regression: quasi-likelihood, negative binomial GLM, or subject-level random effect?

Poisson regression is just a GLM: People often speak of the parametric rationale for applying Poisson regression. In fact, Poisson regression is just a GLM. That means Poisson regression is justified ...
AdamO's user avatar
  • 60.4k
23 votes

What is the appropriate model for underdispersed count data?

The best --- and standard ways to handle underdispersed Poisson data is by using a generalized Poisson, or perhaps a hurdle model. Three parameter count models can also be used for underdispersed data;...
Joseph Hilbe's user avatar
22 votes

Negative binomial distribution vs binomial distribution

Negative binomial distribution, despite seemingly obvious relation to binomial, is actually better compared against the Poisson distribution. All three are discrete, btw. In practical applications, ...
Aksakal's user avatar
  • 60k
21 votes

Interpretation of .L & .Q output from a negative binomial GLM with categorical data

Your variables aren't just coded as factors (to make them categorical), they are coded as ordered factors. Then, by default, R fits a series of polynomial functions to the levels of the variable. ...
gung - Reinstate Monica's user avatar
19 votes

Diagnostic plots for count regression

This is an old question, but I thought it would be useful to add that my DHARMa R package (available from CRAN, see here) now provides standardized residuals for GLMs and GLMMs, based on a simulation ...
Florian Hartig's user avatar
19 votes
Accepted

How can I model flips until N successes?

The distribution of the number of tails before achieving $10$ heads is Negative Binomial with parameters $10$ and $1/2$. Let $f$ be the probability function and $G$ the survival function: for each $n\...
whuber's user avatar
  • 316k
19 votes

Continuous generalization of the negative binomial distribution

Look at this paper: Chandra, Nimai Kumar, and Dilip Roy. A continuous version of the negative binomial distribution. Statistica 72, no. 1 (2012): 81. It's defined in the paper as the survival ...
Aksakal's user avatar
  • 60k
17 votes

Diagnostics for generalized linear (mixed) models (specifically residuals)

This is an old question, but I thought it would be useful to add that option 4 suggested by the OP is now available in the DHARMa R package (available from CRAN, see here). The package makes the ...
Florian Hartig's user avatar
15 votes
Accepted

How to formulate the offset of a GLM

I don't know where you heard that a Poisson or negative binomial with an offset is preferable to a binomial model for a number of individuals surviving out of an initial number; I would normally ...
Ben Bolker's user avatar
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15 votes

How can I model flips until N successes?

We can model the game like this: Player A flips a coin repeatedly, getting results $A_1, A_2, \dots$ until they get a total of 10 heads. Let the time index of the 10th heads be the random variable $X$...
Danica's user avatar
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14 votes

Relationship between Poisson, binomial, negative binomial distributions and normal distribution

The binomial distribution is the distribution of the number of successes in a fixed (i.e. not random) number of independent trials with the same probability of success on each trial. It support is ...
Michael Hardy's user avatar
13 votes
Accepted

Should point estimates for a parameter always be exactly in the middle of their 95% CI or does it depend on the distribution?

TL DR No, they don't have to be at the midpoint. There are at least two ways to show this. We could run the example from R help, and then use functions to get things: ...
Peter Flom's user avatar
  • 109k
12 votes

Expected number of times to roll a die until each side has appeared 3 times

The original version of this question started life by asking: how many rolls are needed until each side has appeared 3 times Of course, that is a question that does not have an answer as @...
wolfies's user avatar
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11 votes
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An impossible estimation problem?

Basically, for your sample, the estimate of the size parameter is on the boundary of the parameter space. One could also consider a reparameterization such as d = size / (size+1); when size=0, d=0, ...
Mark Robinson's user avatar
11 votes
Accepted

Type I and Type II negative binomial distribution in zero inflated negative binomial (ZINB) model

The difference between these two model families is the relationship between mean and variance. nbinom1 (also called quasi-poisson) variance = µ * phi where µ is the mean and phi is the over-...
D A Wells's user avatar
  • 385
11 votes
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Help interpreting count data GLMM using lme4 glmer and glmer.nb - Negative binomial versus Poisson

I believe there are some important problems to be addressed with your estimation. From what I gathered by examining your data, your units are not geographically grouped, i.e. census tracts within ...
prestevez's user avatar
  • 241
11 votes

Competing negative binomials

You are performing the equivalent of throwing a coin with a probability $p=1/6$ of heads until either $a=5$ heads or $b=20$ tails ("non-heads") have appeared. If you have thrown it $n$ times, the ...
whuber's user avatar
  • 316k
10 votes
Accepted

How to compute intraclass correlation (ICC) for THREE-level negative binomial hierarchical model?

I don't know if you still need the answer for this, but I'll try anyway. The ICC for a two level negative binomial model (Tseloni and Pease, 2003) can be easily calculated by: $$ \rho = \frac{\...
prestevez's user avatar
  • 241
10 votes

Negative binomial distribution vs binomial distribution

They are both discrete and represent counts when you are sampling. Binomial distribution represents the number of successes in an experiment which its number of draws is fixed in advance ,for example ...
Bahgat Nassour's user avatar
10 votes
Accepted

GAMM with zero-inflated data

In addition to mgcv and its zero-inflated Poisson families (ziP() and ziplss()), you might also look at the brms package by Paul-...
Gavin Simpson's user avatar
10 votes
Accepted

Zero-inflated Gaussian for weights below zero recorded as 0?

I think the model is more appropriately a left-censored Gaussian, since the process you describe is about discarding information below some value (in this case, the location is known to be 0, which is ...
Sycorax's user avatar
  • 88.9k
9 votes

Negative-binomial GLM vs. log-transforming for count data: increased Type I error rate

The O'Hara and Kotze paper (Methods in Ecology and Evolution 1:118–122) is not a good starting point for discussion. My most serious concern is the claim in point 4 of the summary: We found that ...
John Maindonald's user avatar
9 votes
Accepted

Fitting negative binomial distribution to large count data

Firstly, goodness of fitness tests or tests for particular distributions will typically reject the null hypothesis given a sufficiently large sample size, because we are hardly ever in the situation, ...
Björn's user avatar
  • 30.4k
9 votes

Difference between geometric distribution and negative binomial distribution

Negative binomial is a distribution of a number of successes $k$ before observing $r$ failures when observing independent Bernoulli trials with the probability of success $p$. It has probability mass ...
Tim's user avatar
  • 135k
9 votes
Accepted

Poisson Gamma Mixture = Negative Binomially Distributed?

There are various ways a negative binomial distribution can come about. One of them, as Robert Long comments, is as a Poisson distribution whose parameter is itself Gamma distributed. The Wikipedia ...
Stephan Kolassa's user avatar
8 votes
Accepted

conditional on the total, what is the distribution of negative binomials

Sorry for the late answer, but this bugged me as well and I found the answer. The distribution is indeed Dirichlet-Multinomial and the individual neg. binomial distributions don't even need to be ...
Martin Modrák's user avatar

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