Estimate theta of the Negative Binomial by Moments
DESCRIPTION:
Given the mean estimate, calculate the moment estimator of theta by
equating
sum((y-mu)^2/(mu+mu^2/theta))
to the residual degrees of
freedom.
USAGE:
theta.mm(y, u, dfr, limit = 10, eps = sqrt(.Machine$single.eps))
REQUIRED ARGUMENTS:
- y
-
Vector of observed values from the Negative Binomial.
- u
-
Estimated mean vector.
- dfr
-
Residual degrees of freedom (assuming
theta
known).
OPTIONAL ARGUMENTS:
- limit
-
Limit on the number of iterations.
- eps
-
Tolerance to determine convergence.
VALUE:
The required estimate of
theta
, as a scalar.
SEE ALSO:
,
,
EXAMPLES:
theta <- theta.mm(y, fitted(fm), dfr = 123)