Unformatted text preview: are obtained by software package.
An approximate 95% conﬁdence interval for βi is
βi ± (1.96)SE (βi ). To test H0 : βi = 0 vs Ha : βi = 0,
βi − 0
SE (βi ) which is approximately a N (0, 1).
If zobs is the observed value of Z , p-value=2P (Z > zobs ).
SAS reports Z 2 ≈ χ21)
UNM Saturated model. Model with the the maximum number of
parameters that can be estimated.
Y1 , Y2 , . . . , YN are independent and Yi ∼ Binomial (ni , πi ),
log-likelihood is (except for constant),
N [yi log (πi ) − yi log (1 − πi ) + ni log (1 − πi )] l (β ; Y ) =
i =1 Saturated model: All πi s are different and
β = (π1 , π2 , . . . , πN )T
The maximum likelihood estimates are πi = yi /ni (bmax ).
The max. log-likelihood is
N [yi log (yi /ni )−yi log (1−(yi /ni ))+ni log (1−(yi /ni ))] l (bmax ; Y ) =
i =1 UNM For model with p < N parameters, estimates πi .
Fitted values, yi = ni πi
[yi log (yi /ni ) − yi log (1 − (yi /ni )) + ni log (1 − (yi /ni ))] l (b ; Y ) =
i =1 The deviance (textbook)
D = 2[l (bmax...
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This note was uploaded on 01/27/2014 for the course STAT 574 taught by Professor Gabrielhuerta during the Fall '13 term at New Mexico.
- Fall '13