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. New to topics? Read the docs here!