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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.
Kendall's tau statistics : The measures of the correlation between the two sets of rankings. Kendall's tau itself (τ) is the rank correlation coefficient based on number of inversi
The model for data containing continuous and categorical variables both.The categorical data are summarized by the contingency table and their marginal distribution, 182by the mult
Chain-binomial models : Models arising in mathematical theory of the quite infectious diseases, which postulate that at any stage in the epidemic there are a certain number of the
Wilcoxon's ranksum test is the distribution free method or technique used as an alternative to the Student's t-test for assessing whether two populations have the same location. G
an oil company is considering whether or not to bid for an offshore drilling contract. The bid would cost $60 with a 65% chance of gaining the contract. Outcome success Probability
Identification keys: The devices for identifying the samples from a set of known taxa, which contains a tree- structure where each node corresponds to the diagnostic question of t
Quantile regression is an extension of the classical least squares from estimation of the conditional mean models to the estimation of the variety of models for many conditional q
Oracle property is a name given to techniques for estimating the regression parameters in the models fitted to high-dimensional data which have the property that they can correctl
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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
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