Question: Show that inference about (beta) based on (mathrm{EE}) is valid even when the NB model does not describe the distribution of the count variable (y_{i}),

Show that inference about \(\beta\) based on \(\mathrm{EE}\) is valid even when the NB model does not describe the distribution of the count variable \(y_{i}\), provided that the systematic component \(\log \left(\mu_{i}\right)=\mathbf{x}_{i}^{\top} \boldsymbol{\beta}\) specified in (6.22) is correct.

Yi ~ P NB (i,a), log (i) = log (E (yi |xi))

Yi ~ P NB (i,a), log (i) = log (E (yi |xi)) = x, 1

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