For the Poisson GLMM (13.14), use the normal mgf to show that for t s, cov(Y

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For the Poisson GLMM (13.14), use the normal mgf to show that for t ≠ s,

cov(Y_it, Y_is) = exp[(x’_it + x’_is)β][exp(σ²)(exp(σ²)–1)]

Hence, find corr(Y_it, Y_is).

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Categorical Data Analysis

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2nd Edition

Authors: Alan Agresti

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Question Posted: Dec 16, 2022 06:13 AM

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For the Poisson GLMM (13.14), use the normal mgf to show that for t s, cov(Y

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To show that the covariance between Yit and Yis is equal to the expression given we can start by def...View the full answer

Categorical Data Analysis

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