Paper 1, Section II, K

Statistical Modelling
Part II, 2014

Write down the model being fitted by the following R\mathrm{R} command, where y{0,1,2,}ny \in\{0,1,2, \ldots\}^{n} and XX is an n×pn \times p matrix with real-valued entries.

fit <glm(yX,family=<-\operatorname{glm}(\mathrm{y} \sim \mathrm{X}, \mathrm{family}= poisson)

Write down the log-likelihood for the model. Explain why the command

sum(y)sum(\operatorname{sum}(y)-\operatorname{sum}( predict (fit, type == "response" ))))

gives the answer 0, by arguing based on the log-likelihood you have written down. [Hint: Recall that if ZPois(μ)Z \sim \operatorname{Pois}(\mu) then

P(Z=k)=μkeμk!\mathbb{P}(Z=k)=\frac{\mu^{k} e^{-\mu}}{k !}

for k{0,1,2,}k \in\{0,1,2, \ldots\}.]