Answered step by step
Verified Expert Solution
Question
1 Approved Answer
2. Suppose that Yi ~ 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 ~ Poisson(Mi) and you wish to regress Y on a set of predictors X using a log-linear model log Mi = Xi / 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 estimate S by regressing Z on X using the complementary log-log link; that is, with log (- log(1 - E[Zi])) = xi Y the coefficients S and y coincide
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started