In a fitted glmmTMB object, where do I find the standard error of the dispersion parameter estimate for a negative binomial model? Thanks!
glmmTMB: standard error of dispersion parameter
2 messages · Dennis Ruenger, John Maindonald
obj <- glmmTMB(deaths~I(NDAM2014^0.14), family=nbinom1(link='log'),
data=DAAG::hurricNamed)
coef(summary(obj))[['cond']][,1:2]
Estimate Std. Error (Intercept) 1.3003220 0.4764633 I(NDAM2014^0.14) 0.7702897 0.1283899 I would have expected coef(summary(obj))[[?disp?]] to give the information you want, but it returns NULL. I judge that this is an oversight. If one specifies a dispformula that is more than the default ~1, coef(summary(obj))[[?disp?]] does give the output that is desired ? see below. Try however:
obj[['sdr']]
sdreport(.) result
Estimate Std. Error
beta 1.3003220 0.4764633
beta 0.7702897 0.1283899
betad 4.5529957 0.2116238
Maximum gradient component: 1.733627e-07
betad is the scale parameter, with a log link function.
Observe that exp(4.5529957) = 94.91632, which is what summary(obj) gives as
'Overdispersion parameter for nbinom1 family?.
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Note that if one specifies a dispformula that is more than the default ~1,
coef(summary(obj))[[?disp?]] does give the required information:
obj2 <- glmmTMB(deaths~I(NDAM2014^0.14), family=nbinom1(link='log'), data=DAAG::hurricNamed,
+ dispformula=~poly(NDAM2014,2))
coef(summary(obj2))[['disp']]
NULL
coef(summary(obj))[['disp']]
Estimate Std. Error z value Pr(>|z|) (Intercept) 3.389720 0.2040211 16.614557 5.467767e-62 poly(NDAM2014, 2)1 7.737363 1.7277783 4.478215 7.526974e-06 poly(NDAM2014, 2)2 -1.780921 1.6305625 -1.092213 2.747396e-01 John Maindonald email: john.maindonald at anu.edu.au<mailto:john.maindonald at anu.edu.au>
On 8/12/2018, at 10:18, Dennis Ruenger <dennis.ruenger at gmail.com<mailto:dennis.ruenger at gmail.com>> wrote:
In a fitted glmmTMB object, where do I find the standard error of the dispersion parameter estimate for a negative binomial model? Thanks! _______________________________________________ R-sig-mixed-models at r-project.org<mailto:R-sig-mixed-models at r-project.org> mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models