(i) Suppose Y1,…,Yn are independent Poisson variables, and
E(Yi)=μi,logμi=α+βti, for i=1,…,n,
where α,β are two unknown parameters, and t1,…,tn are given covariates, each of dimension 1. Find equations for α^,β^, the maximum likelihood estimators of α,β, and show how an estimate of var(β^) may be derived, quoting any standard theorems you may need.
(ii) By 31 December 2001, the number of new vCJD patients, classified by reported calendar year of onset, were
8,10,11,14,17,29,23
for the years
1994,…,2000 respectively
Discuss carefully the (slightly edited) R output for these data given below, quoting any standard theorems you may need.
year
year
[1] 1994199519961997199819992000
> tot
[1] 8101114172923
first.glm - glm(tot year, family = poisson)
>summary (first.glm)
Call:
glm(formula = tot year, family = poisson )
Coefficients
Estimate Std. Error z value Pr(>∣z∣)
(Intercept) −407.8128599.35366−4.1054.05e−05
year 0.205560.049734.1333.57e−05
(Dispersion parameter for poisson family taken to be 1)
Null deviance: 20.7753 on 6 degrees of freedom
Residual deviance: 2.7931 on 5 degrees of freedom
Number of Fisher Scoring iterations: 3
Part II 2003