2. Suppose that Yi ~ F(g (x; )) with F in the exponential family and g the canonical link, and such that E[Yi] = Mi.
2. Suppose that Yi ~ F(g (x; )) with F in the exponential family and g the canonical link, and such that E[Yi] = Mi. (a) Show that V(Mi) = 1/g'(Mi). (b) Now show, using the delta method, that se(Mi) ~ V(Mi)se(ni). (Hint: recall that by the delta method if X ~ N(u, 02) then h(X ) ~ N(h(u), ozh'(M) 2).)
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