Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2005/iii/paper-41/2/i/solution

The Poisson deviance compares the fitted Poisson regression with a saturated statistical model:
using . If the usual deviance goodness-of-fit test approximation is adequate, compare with a chi-squared distribution on statistical degrees of freedom. Its upper-tail p-value is about , and . There is no detected lack of fit or evidence of substantial overdispersion from this deviance. This neither proves the Poisson regression correct nor establishes that the slope is nonzero. Small expected counts, dependence or inadequate covariate specification can undermine the reference approximation, so deviance residuals and other regression diagnostics still matter.

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