Suppose that y, is an independent response variable (i = 1.....n) with mean , such that g(i) = n₂ = X₁B, where g(.) is a link function, X, is a vector of covariates and is a px 1 vector of coefficients. Let the variance of y, be Var (Y) = V(i), where V(.) is a known function and is a scale parameter. Given: Zi= g'(pr) (Yi - Pi) + Ni wi = [V (pi) (g'(pi))²]-¹ where g'(μ) = 9(μ) 8 (a) Show that E(Z₁) = X₂B (b) Show that Var (Z₁) = w¹o. (c) Estimate 3 by minimizing Σ, wi( E(Z₁))² with respect to 3. After you found 8, find the Var(8) and E(3). What do you conclude?
Suppose that y, is an independent response variable (i = 1.....n) with mean , such that g(i) = n₂ = X₁B, where g(.) is a link function, X, is a vector of covariates and is a px 1 vector of coefficients. Let the variance of y, be Var (Y) = V(i), where V(.) is a known function and is a scale parameter. Given: Zi= g'(pr) (Yi - Pi) + Ni wi = [V (pi) (g'(pi))²]-¹ where g'(μ) = 9(μ) 8 (a) Show that E(Z₁) = X₂B (b) Show that Var (Z₁) = w¹o. (c) Estimate 3 by minimizing Σ, wi( E(Z₁))² with respect to 3. After you found 8, find the Var(8) and E(3). What do you conclude?
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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