How to calculate the value of negative binomial distribution overdispersion parameter

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SK
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How to calculate the value of negative binomial distribution overdispersion parameter

SK
Hi,

I need to calculate the value of overdispersion parameter from my data. I have used the method of moment by using predicted values and residuals from Poisson regression. For some reason I don't get same result as the reference calculations I have.

I noticed that Genlin -procedure estimates ML-estimates for the overdispersion parameter but I didn't find any way to get it printed.

Any ideas how I can get the parameter value?

Thanks,

Susanna
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Re: How to calculate the value of negative binomial distribution overdispersion parameter

Ryan
Susanna,

I just ran the code below on simulated data and found the dispersion
parameter estimate on the last row in the Parameter Estimates table.
The name of the parameter is "(Negative binomial)".

GENLIN y WITH x1
  /MODEL x1 INTERCEPT=YES
 DISTRIBUTION=NEGBIN(MLE) LINK=LOG
  /PRINT CPS DESCRIPTIVES MODELINFO FIT SUMMARY SOLUTION .

Ryan

On Thu, Mar 3, 2011 at 4:54 PM, SK <[hidden email]> wrote:

> Hi,
>
> I need to calculate the value of overdispersion parameter from my data. I
> have used the method of moment by using predicted values and residuals from
> Poisson regression. For some reason I don't get same result as the reference
> calculations I have.
>
> I noticed that Genlin -procedure estimates ML-estimates for the
> overdispersion parameter but I didn't find any way to get it printed.
>
> Any ideas how I can get the parameter value?
>
> Thanks,
>
> Susanna
>
> --
> View this message in context: http://spssx-discussion.1045642.n5.nabble.com/How-to-calculate-the-value-of-negative-binomial-distribution-overdispersion-parameter-tp3408688p3408688.html
> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>
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Automatic reply: How to calculate the value of negative binomial distribution overdispersion parameter

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