Page 1 of 1
Consider a Poisson GLM with the log link and linear predictor of the form Ni = B1 + B2ai, į E {1,...n}, = ni where ai is
Posted: Sat Feb 26, 2022 11:25 am
by answerhappygod
- Consider A Poisson Glm With The Log Link And Linear Predictor Of The Form Ni B1 B2ai I E 1 N Ni Where Ai Is 1 (103.06 KiB) Viewed 56 times
Consider a Poisson GLM with the log link and linear predictor of the form Ni = B1 + B2ai, į E {1,...n}, = ni where ai is the value of a factor predictor with two levels, such that ai 1 for į € {1,... Ni} and ai O for i E {ni + 1, ..., n}. Suppose that at the beginning of the t-th iteration of the Fisher Scoring algorithm (formulated as iterative reweighted least squares), we get B(t+1) (log y2, log yi – log y2), 212, Yi, and 72 Σ Yi (t (t+1) - (B**) = 1,84€+1)) where yi ni 1 ni 1 n2 vi=ni+1 2 (1) Calculate the remaining part of the iteration step of the algorithm: 7(6+1), 4(t+1), z(t+1), w(t+1), D(t+1), and u(t+1). (2) Does the algorithm terminate after this iteration? Justify your answer. (3) Did the algorithm find the exact solution after this iteration? Justify your answer.