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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.
After graduating from Tech Julia was unable to find regular employment and approached the Director of Athletics at Tech to request that she remain a vendor of the following year.
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Gllamm is a program which estimates the generalized linear latent and mixed models by the maximum likelihood. The models which can be fitted include structural equation models mul
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CONSTRUCTION OF AN OR MODEL
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Principal factor analysis is the method of factor analysis which is basically equivalent to a principal components analysis performed on reduced covariance matrix attained by repl
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