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2. Suppose that Yi ind Poisson (Mi) and you wish to regress Y on a set of predictors X using a log-linear model log Mi
2. Suppose that Yi ind Poisson (Mi) and you wish to regress Y on a set of predictors X using a log-linear model log Mi = xB . However, you only observe a censored version of Yi, Zi = I[Y, > 0], that is, you only know if Yi is zero (Zi = 0) or not (Zi = 1). Show that you can still estimates by regressing Z on X using the complementary log-log link; that is, with log(- log(1 - E[Zi])) = xi the coefficients and y coincide
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