Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/iii/paper-218/1/b/solution

For the Poisson variance function , the code computes the Pearson chi-squared statistic
and the Pearson dispersion estimator
The first quantity measures goodness of fit; the second estimates the dispersion parameter, which equals one in a correctly specified Poisson regression. A standard rough calculation substitutes the residual deviance for the Pearson statistic and gives
If the reported upper-tail probability is inverted numerically, the actual Pearson statistic used by the code is about , giving . Either calculation reveals severe overdispersion.

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