Hello,
I would like to reconcile the parametrization used in the
Random Gamma Poisson(lambda, sigma)
with the over-dispersion parameter as estimated in generalized linear model platform.
Take for instance the attached table. Here the generating function is
Random Gamma Poisson(exp(1+3*:X1),10)
Running glm with poisson/log + overdispersion I obtain: Overdispersion = 6.09.
![matteo_patelmo_0-1618241774640.png matteo_patelmo_0-1618241774640.png](https://community.jmp.com/t5/image/serverpage/image-id/31991i7BC05830F1A650D6/image-size/medium?v=v2&px=400)
Is there any way to link lambda, sigma to the GLM over-dispersion?
thanks!
Matteo