Consider a Poisson regression. Let (e_{i}=y_{i}-widehat{mu}_{i}) denote the (i) th ordinary residual. Assume that an intercept is
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Consider a Poisson regression. Let \(e_{i}=y_{i}-\widehat{\mu}_{i}\) denote the \(i\) th ordinary residual. Assume that an intercept is used in the model so that one of the explanatory variables \(x\) is a constant equal to one.
a. Show that the average ordinary residual is 0 .
b. Show that the correlation between the ordinary residuals and each explanatory variable is zero.
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Regression Modeling With Actuarial And Financial Applications
ISBN: 9780521135962
1st Edition
Authors: Edward W. Frees
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