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poisson_704_beamer - Lecture 23 Poisson Regression Stat 704...

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Lecture 23: Poisson Regression Stat 704: Data Analysis I, Fall 2010 Tim Hanson, Ph.D. University of South Carolina T. Hanson (USC) Stat 704: Data Analysis I, Fall 2010 1 / 27
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Chapter 14 14.13 Poisson regression Poisson regression * Regular regression data { ( x i , Y i ) } n i =1 , but now Y i is a positive integer, often a count: new cancer cases in a year, number of monkeys killed, etc. * For Poisson data, var( Y i ) = E ( Y i ); variability increases with predicted values. In regular OLS regression, this manifests itself in the “megaphone shape” for r i versus ˆ Y i . * If you see this shape, consider whether the data could be Poisson (e.g. blood pressure data, p. 428). * Any count, or positive integer could potentially be approximately Poisson. In fact, binomial data where n i is really large, is approximately Poisson. T. Hanson (USC) Stat 704: Data Analysis I, Fall 2010 2 / 27
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Chapter 14 14.13 Poisson regression Log and identity links Let Y i Pois( μ i ). The log-link relating μ i to x 0 i β is standard: Y i Pois( μ i ) , log μ i = β 0 + x i 1 β 1 + ··· + x i , p - 1 β p - 1 , the log-linear Poisson regression model. The identity link can also be used Y i Pois( μ i ) , μ i = β 0 + x i 1 β 1 + ··· + x i , p - 1 β p - 1 . Both can be fit in PROC GENMOD. T. Hanson (USC) Stat 704: Data Analysis I, Fall 2010 3 / 27
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Chapter 14 14.13 Poisson regression Interpretation for log-link We have Y i Pois( μ i ) . The log link log( μ i ) = x 0 i β is most common: Y i Pois( μ i ) , μ i = e β 0 + β 1 x i 1 + ··· + β k x ik , or simply Y i Pois ( e β 0 + β 1 x i 1 + ··· + β k x ik ) . Say we have k = 3 predictors. The mean satisfies μ ( x 1 , x 2 , x 3 ) = e β 0 + β 1 x 1 + β 2 x 2 + β 3 x 3 . Then increasing x 2 to x 2 + 1 gives μ ( x 1 , x 2 + 1 , x 3 ) = e β 0 + β 1 x 1 + β 2 ( x 2 +1)+ β 3 x 3 = μ ( x 1 , x 2 , x 3 ) e β 2 . In general, increasing x j by one, but holding the other predictors the constant, increases the mean by a factor of e β j . T. Hanson (USC) Stat 704: Data Analysis I, Fall 2010 4 / 27
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Chapter 14 14.13 Poisson regression Example : Crab mating Data on female horseshoe crabs. C = color (1,2,3,4=light medium, medium, dark medium, dark). S = spine condition (1,2,3=both good, one worn or broken, both worn or broken). W = carapace width (cm). Wt = weight (kg). Sa = number of satellites (additional male crabs besides her nest-mate husband) nearby. T. Hanson (USC) Stat 704: Data Analysis I, Fall 2010 5 / 27
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Chapter 14 14.13 Poisson regression Looking at the data. .. We initially examine width as a predictor for the number of satellites. A raw scatterplot of the numbers of satellites versus the predictors does not approximately linear trend in weight. ods png; ods graphics on;
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This note was uploaded on 12/14/2011 for the course STAT 704 taught by Professor Staff during the Fall '11 term at South Carolina.

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poisson_704_beamer - Lecture 23 Poisson Regression Stat 704...

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