Sachin Date
Nov 6, 2020

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Hi Alexia,

Thank you for your feedback, and apologies for the delayed response. Alpha is estimated using a formula that is similar to (but not same as) the one used for NB1 and NB2 models.

I have updated the article showing how to calculate alpha but if you use statsmodels, you don't have to worry about calculating alpha yourself as statsmodels will do the estimation of alpha for you when you call model.fit().

I hope that answers your question.

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Sachin Date
Sachin Date

Written by Sachin Date

Learn statistics, one story at a time.

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