Consider a Poisson GLM with the log link and linear predictor of the form Ni = B1
Question:
Consider a Poisson GLM with the log link and linear predictor of the form Ni = B1 + B2ai, E {1,...n}, = ni where ai is the value of a factor predictor with two levels, such that ai 1 for {1,... Ni} and ai O for i E {ni + 1, ..., n}. Suppose that at the beginning of the t-th iteration of the Fisher Scoring algorithm (formulated as iterative reweighted least squares), we get B(t+1) (log y2, log yi log y2), 212, Yi, and 72 Yi (t (t+1) - (B**) = 1,84+1)) where yi ni 1 ni 1 n2 vi=ni+1 2 (1) Calculate the remaining part of the iteration step of the algorithm: 7(6+1), 4(t+1), z(t+1), w(t+1), D(t+1), and u(t+1). (2) Does the algorithm terminate after this iteration? Justify your answer. (3) Did the algorithm find the exact solution after this iteration? Justify your answer.
Applied Regression Analysis and Other Multivariable Methods
ISBN: 978-1285051086
5th edition
Authors: David G. Kleinbaum, Lawrence L. Kupper, Azhar Nizam, Eli S. Rosenberg