Fixed-size negative binomial generalized linear model

ID: fixed-size-negative-binomial-generalized-linear-model

For known size , the negative binomial distribution is an exponential family with natural parameter and cumulant . A generalized linear model can use a logarithmic link function for its mean, even though that link is not canonical. Jointly estimating the size changes the family and variance function, requiring additional updates beyond a single fixed-family GLM fit; this is what MASS::glm.nb does.

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