Unformatted text preview: fying the relevent components. (b) What is the canonical link? (c) Derive the mean and variance using the cumulant generating function. 4. Consider Y i ∼ Bin ( m i ,π i ) ,i = 1 ,...,n . Assume the logit link is speciﬁed. Derive the likeli-hood equations, the asymptotic covariance matrix for ˆ β , and the deviance. 5. Show that if we specify the link function to be the canonical link, then the Newton-Raphson and Fisher Scoring algorithms are identical ( Hint : just need to show that expected and observed information matrices are the same for this case.)...
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- Spring '08
- Variance, Probability theory, cumulant generating function, exponential dispersion family