I'm using function glm.nb() from the package MASS in R. How do I find the correct init.theta value? In other questions I've seen on this topic, askers already seemed to have their init.theta.
I understand that theta is a dispersion parameter. When I don't enter init.theta, the summary shows me ridiculously high theta and standard error values. The code runs but gives me an error message saying I reached the theta.ml iteration limit.
I've tinkered around and added init.theta = 1 which gave me a lower theta, standard error, and p-value. I still don't really understand what this argument means though.
Mock up of the code I'm using:
glm.nb(measurement ~ year, data = df, init.theta = 1, link = log)