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ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2005/iii/paper-41/2/ii/solution
Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 41 2 ii Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
The Wald test of useswith an approximate standard normal distribution under the null. Its two-sided p-value is , and the approximate Wald confidence interval isThere is no convincing evidence of a covariate effect, and the slope is very imprecisely estimated. The model can fit acceptably while its slope is statistically indistinguishable from zero. In the Poisson regression, a unit covariate increase multiplies the mean by ; exponentiating the two interval limits shows how poorly this multiplier is determined on the stated scale. One might compare with an intercept-only model using a likelihood-ratio test, but its numerical deviance difference is not supplied. Failure to reject does not establish no effect.
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