Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/ii/paper-4/13j/v/solution

The fitted Poisson regression has
so that . Hypothesis requires both restrictions
as well as the adequacy of the assumed Poisson distribution. The displayed interval addresses only the single slope restriction . Even if the separate interval for the intercept also contains zero, separate one-parameter intervals do not implement the relevant joint hypothesis test, because the two coefficient estimators can be correlated. One should test jointly, for example by a likelihood-ratio test, and separately assess the Poisson goodness of fit. Thus the slope interval alone cannot decide whether is rejected at the level.

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