Abstract
We derive a quantile-adjusted conditional maximum likelihood estimator for the dispersion parameter of the negative binomial distribution and compare its performance, in terms of bias, to various other methods. Our estimation scheme outperforms all other methods in very small samples, typical of those from serial analysis of gene expression studies, the motivating data for this study. The impact of dispersion estimation on hypothesis testing is studied. We derive an "exact" test that outperforms the standard approximate asymptotic tests.
Keywords
Negative binomial distributionEstimatorStatisticsBinomial distributionQuantileMathematicsDispersion (optics)Beta-binomial distributionApplied mathematicsEconometricsPoisson distributionPhysics
MeSH Terms
BiasBinomial DistributionBiometryExpressed Sequence TagsGene Expression ProfilingGene LibraryHumansInformation Storage and RetrievalLikelihood FunctionsRNAMessengerRegression AnalysisResearch DesignSample SizeStochastic ProcessesWeights and Measures
Affiliated Institutions
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Publication Info
- Year
- 2007
- Type
- article
- Volume
- 9
- Issue
- 2
- Pages
- 321-332
- Citations
- 1111
- Access
- Closed
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Cite This
Mark D. Robinson,
Gordon K. Smyth
(2007).
Small-sample estimation of negative binomial dispersion, with applications to SAGE data.
Biostatistics
, 9
(2)
, 321-332.
https://doi.org/10.1093/biostatistics/kxm030
Identifiers
- DOI
- 10.1093/biostatistics/kxm030
- PMID
- 17728317