Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/iii/paper-206/2/d/solution

The quasibinomial regression retains the logit link and mean function but uses the working variance function . Its quasi-score equation is
so multiplying by the common dispersion parameter does not change the coefficient estimates. Iteratively reweighted least squares therefore gives the same fitted means and coefficients as the binomial model. The usual Pearson dispersion estimator is
The estimated coefficient covariance matrix is , with . From the intercept standard errors, ; the rounded slope errors give approximately the same factor. The display uses approximate Student's t-tests with 118 residual degrees of freedom instead of fixed-dispersion normal tests.
For a genuinely individual binary response, the Bernoulli distribution identity forces . Thus is a working quasi-likelihood specification, not a different independent binary distribution with that mean. The mild estimated underdispersion does not establish an improved model, and the mean predictions are unchanged. In particular, a scalar rescaling does not model correlation among users, and usual likelihood-based Akaike information criterion comparisons are unavailable for a family without a specified probability likelihood. The output gives no convincing reason to prefer model3 to model2.

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