Constrained Poisson and multinomial likelihood equivalence

ID: constrained-poisson-and-multinomial-likelihood-equivalence

For cell means with , the independent Poisson distribution likelihood and the multinomial distribution likelihood with probabilities differ by a parameter-independent factor. Thus a maximum-likelihood estimator for the unrestricted Poisson model whose fitted total is is also an estimator for the constrained multinomial model. Equality of named parameter estimates presumes identifiability and uniqueness; without these, the conclusion concerns the sets of maximizers. A free intercept in a log-linear Poisson model enforces the fitted-total equation.

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