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Poisson regression
In case of Poisson regression we use ηi = g(µi) = log(µi) and a variance V ar(Yi) = φµi. The case φ = 1 corresponds to standard Poisson model. Poisson regression is used when the response to model is counts which typically follow a Poisson distribution. Examples include colony counts for bacteria or viruses, accidents, equipment failures, insurance claims, incidence of disease. Interest often lies in estimating a rate of incidence and determining its relationship to a set of explanatory variables. Again, an IRLS procedure is used to ?nd the MLE estimators of the β coeffcients. When we can not assume φ = 1, (this is the case of over- or under- dispersion discussed in McCullagh and Nelder (1989)), the iterative procedure is changed to so called "quasi-likelihood estimation". Finally in this section, we shall also mention shortly the extension of GLM to GAM.
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A term which covers the large number of techniques for the analysis of the multivariate data which have in common the aim to assess whether or not the set of variables distinguish
Yate s' continuity correction : When the testing for independence in contingency table, a continuous probability distribution, known as chi-squared distribution, is used as the app
a. Explain the meaning of the word non-orthogonal. b. What condition(s) must exist for non-orthogonality to occur? Be specific.
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a shop is selling laptops at regular price and at half price.If the laptops are regular price a day they will be at regular price tha day after with proba 2/3, if the laptops are a
Persson Rootze ´n estimator is an estimator for the parameters in the normal distribution when the sample is truncated so that all the observations under some fixed value C are re
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