[ADMB Users] What is the tau in the negative binomial and why is tau>1?
dave fournier
otter at otter-rsch.com
Sat Aug 22 14:44:46 PDT 2009
A previous question to the list was "why is tau restricted to be >1"
in the negative binomial. This is actually an interesting point.
The log of the negative binomial density is most easily parametreized in
terms of mu, the mean and r where r>0. It looks like
gammln(x+r)-gammln(r)-gammln(x+1)
+r*log(r)+x*log(mu)-(r+x)*log(r+mu);
Now the variance of this is equal to
mu * (1 + r*mu)
and as r --> 0 it approaches a log poisson dist.
If we consider the factor 1 + r*mu to be the overdispersion
then the overdispersion depends on the mean. Often in mixed models
there are a collection of different means being fitted, say mu_i.
so that for a fixed value of r we get varying overdispersion
1 + r * mu_i
there is nothing wrong with that per se but one might want to
investigate a model where the overdispersion is a constant independent
of the mean Call this constant tau.
then
tau = 1 + r*mu_i
which implies that
r_i = (tau -1)/ mu_i
where I have written r_i since r_i depends on both tau and mu_i
Thus tau must be restricted to be >1.0
--
David A. Fournier
P.O. Box 2040,
Sidney, B.C. V8l 3S3
Canada
Phone/FAX 250-655-3364
http://otter-rsch.com
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