In a GLM, suppose that var(Y) = () for = E(Y). Show that the link g
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In a GLM, suppose that var(Y) = υ(µ) for µ = E(Y). Show that the link g satisfying g’(µ.) = [υ(µ)]–1/2 has the same weight matrix W(t) at each cycle. Show this link for a Poisson random component is g(µ) = 2√µ.
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