Paper 1, Section II, J
Part II, 2010
Consider a generalised linear model with parameter partitioned as , where has components and has components, and consider testing against . Define carefully the deviance, and use it to construct a test for .
[You may use Wilks' theorem to justify this test, and you may also assume that the dispersion parameter is known.]
Now consider the generalised linear model with Poisson responses and the canonical link function with linear predictor given by , where for every . Derive the deviance for this model, and argue that it may be approximated by Pearson's statistic.