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5.3 Changing the Scale Parameter

Two types of scale parameter can be chosen: The mean deviance and a (positive) fixed value. The defaults are given in Table 5.2. When the scale parameter is estimated by the mean deviance, glmlab uses D/(n-r) where D is the deviance, n is the number of data points, and r is the number of estimated parameters (n-r is the number of degrees of freedom). The scale parameter can be fixed to any (positive) value; when the Fixed Value option is selected, the user is prompted for the value (whose default is 1).

Although the scale parameter is set to 1 by default for the binomial and Poisson distributions, it is not uncommon to use the mean deviance. This commonly occurs if under- or over-dispersion is present.

 


Peter Dunn

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