Common versus factor-specific slopes in Poisson regression
ID: common-versus-factor-specific-slopes-in-poisson-regression
For a continuous predictor and a categorical factor, an additive Poisson regression with log link has . The log-mean curves are parallel and is constant in . Adding a predictor-by-factor interaction gives , so this ratio becomes . With factor levels, the common-slope restriction has independent constraints. A likelihood-ratio test compares the two deviances with an asymptotic chi-squared distribution on degrees of freedom. Evidence against common slopes establishes varying effects on the log scale; it does not by itself determine their signs or the ordering of the mean curves.
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