Let Y1,…,Yn be independent with Yi∼ni1Bin(ni,μi),i=1,…,n, and
log(1−μiμi)=xi⊤β
where xi is a p×1 vector of regressors and β is a p×1 vector of parameters. Write down the likelihood of the data Y1,…,Yn as a function of μ=(μ1,…,μn). Find the unrestricted maximum likelihood estimator of μ, and the form of the maximum likelihood estimator μ^=(μ^1,…,μ^n) under the logistic model (1).
Show that the deviance for a comparison of the full (saturated) model to the generalised linear model with canonical link (1) using the maximum likelihood estimator β^ can be simplified to
D(y;μ^)=−2i=1∑n[niyixi⊤β^−nilog(1−μ^i)]
Finally, obtain an expression for the deviance residual in this generalised linear model.