A binomial GLM i ( j j x ij ) with arbitrary inverse link function assumes that n i Y i has a bin(n i , i ) distribution Find w i in (4 27) and hence cov () For logistic regression, show that w i n i i (1 i ) ...

A binomial GLM i = ( j j x ij ) with arbitrary inverse link

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A binomial GLM π_i = Φ(∑_j β_j x_ij) with arbitrary inverse link function Φ assumes that n_iY_i has a bin(n_i, π_i) distribution. Find w_i in (4.27) and hence cov͡ (β̂). For logistic regression, show that w_i = n_i π_i(1 – π_i).

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Categorical Data Analysis

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Authors: Alan Agresti

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