Consider the model i = , i = 1,..., n, for independent Poisson observations. For
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Consider the model µi = β, i = 1,..., n, for independent Poisson observations. For β̂ = y̅, show that the model-based asymptotic variance estimate is y̅/n, whereas the robust estimate of the asymptotic variance is ∑i (yi – y̅)2/n2. Which would you expect to be better (a) if the Poisson model holds, and (b) if there is severe overdispersion?
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Since i i for the Poisson and since i the modelbased asymptotic variance is Thus the modelbased ...View the full answer
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