In Example 9.1, we added the quadratic terms pcnv2, ptime862, and inc862 to a linear model for
Question:
(i) Use the data in CRIME 1 .RAW to add these same terms to the Poisson regression in Example 17.3.
(ii) Compute the estimate of σ2 given by
there evidence of over dispersion? How should the Poisson MLE standard errors be adjusted?
(iii) Use the results from parts (i) and (ii) and Table 17.3 to compute the quasi-likelihood ratio statistic for joint significance of the three quadratic terms. What do you conclude?
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Related Book For
Introductory Econometrics A Modern Approach
ISBN: 978-0324660548
4th edition
Authors: Jeffrey M. Wooldridge
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