Question: 8.19 Consider the situation in Exercise 8.15. Use the linear predictor and log link to generate 500 samples of three replicates each. (a) For each

8.19 Consider the situation in Exercise 8.15. Use the linear predictor and log link to generate 500 samples of three replicates each.

(a) For each of the 500 samples fit the GLM assuming a Poisson response and log link.

(b) Calculate the predicted response at X\ = 1 and x2 = -1 for each of the 500 samples.

(c) Prepare histograms of the estimated model coefficients and the predicted values obtained in parts

(a) and (b). Do these histograms look reasonable in light of the asymptotic properties of the parameter estimates?

(d) Compute 95% confidence intervals for β and for the mean response when xi = 1 and x2 = 1 for each of the 500 samples. How often do these intervals cover the true values for β\ and the true mean response when x\ = 1 and x2 = — 1?

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Linear State Space Systems Questions!

8.15 Consider a 22 factorial experiment. Suppose that the response follows a Poisson distribution and that the linear predictor is #() = 3.5 +2.0x\+\.5x2, where the design variables are coded as + 1....

UNIVERSITY OF BRADFORD WORKSHOP 2 2016 Module PH3004D Learning Outcomes: By the end of this workshop you will be able to: 1) Use SPSS to check the normal distribution of the data assumption 2) Edit...

Exercises Chapter 2 2.1 Marginal and conditional probability: The social mobility data from Section 2.5 gives a joint probability distribution on (Y1 , Y2 )= (father's occupation, son's occupation)....

1 1. The time X (minutes) for a lab assistant to prepare the equipment for a certain experiment is believed to have a uniform distribution with A = 20 and B = 30. a. Write the pdf of X and sketch its...

NUR 627: Advanced Epidemiology and Biostatistics for Nursing FINAL EXAMINATION DUE MAY 5, 2017 Margreat Murray Cohort 15 This test includes two sections. == The FIRST SECTION includes 36 questions ==...

SEE "DOCUMENT 1" FOR CRITERIA 2 "DOCUMENT 2" FOR CRITERIA 4 You are to write a 3 to 4 page paper following APA rules for the title page, citations and appropriate references within the body of the...

SEE "DOCUMENT 1" FOR CRITERIA 2 "DOCUMENT 2" FOR CRITERIA 4. You are to write a 2 to 4 page paper following APA rules for the title page, citations and appropriate references within the body of the...

SEE "DOCUMENT 1" FOR CRITERIA 2 "DOCUMENT 2" FOR CRITERIA 4 You are to write a 3 to 4 page paper following APA rules for the title page, citations and appropriate references within the body of the...

Write 2 paragraphs about Macro risks and the term structure of interest rates article. No max word count, page count, or formatting requirements but has to be submit to my tutor's work as my own....

The market price of Albertson Ltd.s common stock is $5.50 and 100,000 shares are outstanding. The firms books show common equity accounts totaling $400,000. There are 5,000 preferred shares...

A and B are partners in a firm. The partnership deed provides that interest on drawings will be charged at 6% per year. During the year ended 31st December, 2019, A withdrew Kshs.2500 at the...

On the balance sheet, at the end of 2 0 2 4 , what amount does Columbia Sportswear Company report for total liabilities? Group of answer choices $ 1 , 0 7 7 , 8 7 6 $ 1 , 1 9 5 , 2 2 6 $ 1 , 0 0 0 ,...

Consider the complex ion [CoF6]3. a. What is the geometry? b. Which is a more likely color for this ion to absorb, red or blue? c. Would you expect this complex to be high or low spin?