Skip to content

glmmTMB: standard error of dispersion parameter

2 messages · Dennis Ruenger, John Maindonald

#
In a fitted glmmTMB object, where do I find the standard error of the
dispersion parameter estimate for a negative binomial model? Thanks!
#
data=DAAG::hurricNamed)
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:
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?.

-----------------------------------------------------------------------------------------------------------

Note that if one specifies a dispformula that is more than the default ~1,
coef(summary(obj))[[?disp?]]  does give the required information:
+ dispformula=~poly(NDAM2014,2))
NULL
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