Suppose that given u, Y is Poisson with E(Y | u) = u , where may
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Suppose that given u, Y is Poisson with E(Y | u) = u µ, where µ may depend on predictors. Suppose that u is a positive random variable with E(u) = 1 and var(u) = τ. Show that E(Y) = µ and var(Y) = µ + τ µ2. Explain how negative binomial GLMs and Poisson GLMMs with log link can follow as special cases.
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