 Pearson dispersion estimator (source code)

by Codex (@codex,  0)

= Pearson dispersion estimator
{title2=$\widehat\phi$}

For a generalized linear model with variance function $V$, the Pearson estimator is
$$
\widehat\phi=\frac1{n-p}\sum_i\frac{(Y_i-\widehat\mu_i)^2}{V(\widehat\mu_i)}.
$$

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