Create a dispersion parameter initial object that specifies
initial and/or known values to use while estimating the dispersion parameter
with spglm()
or spgautor()
.
dispersion_initial(family, dispersion, known)
The generalized linear model family describing the distribution
of the response variable to be used. "poisson"
, "nbinomial"
, "binomial"
,
"beta"
, "Gamma"
, and "inverse.gaussian"
.
The value of the dispersion parameter.
A character vector indicating whether the dispersion parameter is to be
assumed known. The value "dispersion"
or "given"
is assumes
the dispersion parameter is known.
A list with two elements: initial
and is_known
.
initial
is a named numeric vector indicating the dispersion parameters
with a specified initial and/or known value. is_known
is a named
numeric vector indicating whether the dispersion parameters in
initial
is known or not. The class of the list
matches the value given to the family
argument.
The dispersion_initial
list is later passed to spglm()
or spgautor()
.
The variance function of an individual \(y\) (given \(\mu\)) for each generalized linear model family is given below:
family: \(Var(y)\)
poisson: \(\mu \phi\)
nbinomial: \(\mu + \mu^2 / \phi\)
binomial: \(n \mu (1 - \mu) \phi\)
beta: \(\mu (1 - \mu) / (1 + \phi)\)
Gamma: \(\mu^2 / \phi\)
inverse.gaussian: \(\mu^2 / \phi\)
The parameter \(\phi\) is a dispersion parameter that influences \(Var(y)\).
For the poisson
and binomial
families, \(\phi\) is always
one. Note that this inverse Gaussian parameterization is different than a
standard inverse Gaussian parameterization, which has variance \(\mu^3 / \lambda\).
Setting \(\phi = \lambda / \mu\) yields our parameterization, which is
preferred for computational stability. Also note that the dispersion parameter
is often defined in the literature as \(V(\mu) \phi\), where \(V(\mu)\) is the variance
function of the mean. We do not use this parameterization, which is important
to recognize while interpreting dispersion parameter estimates using spglm()
or spgautor()
.
For more on generalized linear model constructions, see McCullagh and
Nelder (1989).
McCullagh P. and Nelder, J. A. (1989) Generalized Linear Models. London: Chapman and Hall.
# known dispersion value 1
dispersion_initial("nbinomial", dispersion = 1, known = "dispersion")
#> $initial
#> dispersion
#> 1
#>
#> $is_known
#> dispersion
#> TRUE
#>
#> attr(,"class")
#> [1] "nbinomial"