Poisson slope information after eliminating an intercept

ID: poisson-slope-information-after-eliminating-an-intercept

In Poisson regression with log means , the Fisher information matrix is , where . Inverting this matrix gives slope variance . Writing reduces it to the displayed reciprocal weighted sum of squares. Thus a common intercept consumes information about the overall rate, while slope information comes from the spread of the covariates under the mean-count weights. Constant covariates make the two parameters unidentifiable.

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