EM algorithm for zero-inflated Poisson regression Created 2026-10-06 Updated 2026-11-05
The expectation-maximization algorithm introduces for a structural zero. Its E-step gives at positive counts and at zero. The M-step maximizes a logistic log-likelihood with fractional responses and a Poisson log-likelihood with weights . With only a binary predictor, write for group size, and ; the explicit updates are and . Log and logit group contrasts recover the regression coefficients, with boundary values interpreted through limits.
For a conditional count mean , suppose the distribution of is independent of the covariates and has finite . Integrating over gives the displayed logarithmic link function mean: every slope stays unchanged, and only the intercept shifts. This is an exact property of the log link; it does not hold in this form for the logit.
Neural network logit 2026-11-05
A neural network logit is a real-valued class score produced before a probability transformation such as the softmax function. The vector of scores determines the class probabilities jointly; an isolated score is not itself a probability. Negative scores and scores larger than one are permitted.[ref]
On Calibration of Modern Neural Networks by Chuan Guo and others. §4.2, paragraph before Eq. (8), logits before the softmax layer
For scores , the softmax function givesAdding one common scalar to every coordinate leaves all probabilities unchanged:Consequently the absolute offset of a logit vector cannot be recovered from these probabilities.
For example, scores and both give first-class probability . The difference between the two scores, rather than the first coordinate alone, determines this binary probability. Indeed,This connects the binary score difference with the logit link function. It does not make every coordinate of a multiclass score vector a separately defined binary log-odds.
A common shift also differs from rescaling. Dividing by two gives and first-class probability . This is the transformation used in temperature scaling with temperature two. Positive scaling preserves the selected class within an example while changing confidence.[ref]
When interpreting a neural network logit, state its score vector and probability transformation. Comparing raw coordinates from independently shifted parameterizations can otherwise suggest a confidence change where the actual probability vector is identical.
For mutually exclusive classes, the output layer should provide nonnegative probabilities summing to one, with labels aligned consistently to output coordinates. A softmax activation on logits providesSubtracting from all logits before exponentiation preserves these probabilities and prevents numerical overflow. Categorical cross-entropy is appropriate for one-hot or probabilistic class targets. Independent sigmoid outputs fit a different setting in which multiple labels can be present simultaneously and their probabilities need not sum to one.
Past exam of the mathematics course of the University of Cambridge 2001 iii Paper 28 1 Solution Created 2026-10-03 Updated 2026-10-14
For a group with sample size , let be its overweight count. The natural sampling model is a binomial distribution, , with observed proportion . A grouped-binomial logistic regression specifiesFitting event/nonevent counts, or fitting the proportions with weights , gives the same binomial likelihood. The weights represent trial counts; unweighted regression of the proportions would give small and large groups the same influence. If printed percentages are rounded, exact original event counts are preferable to manufacturing fractional counts from .
Year should ordinarily be a factor with three levels unless a linear trend over time is specifically intended. Country, sex and age group are also possible factors. The actual subset, reference levels and formula are absent from this PDF. For a year-by-age interaction term, writeWith treatment contrasts, is the baseline logit, and are effects at the reference level of the interacting factor, and is an additional difference of log-odds differences. Exponentiating a main-effect contrast gives an odds ratio; exponentiating an interaction contrast gives a ratio of odds ratios. It is incorrect to interpret a main effect as a constant effect across the other factor when the interaction term is present.
A coefficient table should be read as estimate, standard error, a Wald estimate/error ratio and its reference-distribution probability. A whole multi-level interaction term is better tested by a nested likelihood-ratio test, using the decrease in deviance and the number of added independent coefficients. Null and residual deviances, residual degrees of freedom, convergence and fitted probabilities should all be checked. Large residual dispersion suggests lack of fit or dependence within sampled schools; a quasibinomial regression or an appropriate clustered analysis may then be preferable. Residual deviance is not automatically a valid chi-squared goodness-of-fit statistic for sparse groups or after estimating a free dispersion.
An interaction plot should display the group means or fitted probabilities against year, with separate lines for the interacting factor, and should also inspect the link scale. Nonparallel probability curves alone do not establish a logit interaction: even an additive logit model transforms nonlinearly to probabilities. As an independent descriptive illustration, the original study's Table 2 reports English boys' age-specific percentages. The following original plot shows their widening age differences after 1984 on both scales. It uses published descriptive values, not a reconstruction of the absent examination fit. The data are from pmc.ncbi.nlm.nih.gov/articles/PMC26603/ .
Published English boys' overweight prevalence by age and year, shown on probability and logit scales
. Details. For example, on the probability scale the 1984–1994 increase for the oldest group exceeds that for the youngest by percentage points using the rounded table values. On the logit scale the corresponding difference of differences isThis describes the interaction pattern, but its sampling uncertainty requires the group counts. The absent output prevents identifying the exam fit's coefficient estimates and significance tests.
There are two different uses of Poisson regression. A rare-event approximation models withThe fixed offset accounts for exposure, and exponentiated slopes are risk ratios, not odds ratios. The approximation is most appropriate when probabilities are small; it is not exact for appreciable prevalence because binomial variance is rather than .
An exact alternative stacks event and nonevent counts in each group and fits a log-linear model with a separate group intercept and event-by-predictor effects:Conditioning on their total gives the binomial event probability , whose logit is exactly . Profiling the group intercepts enforces the observed totals and reproduces the grouped-binomial logistic regression. This Poisson surrogate for a conditional multinomial model is exact and should not be confused with the rare-event approximation.
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 38 5 iv Solution Created 2026-10-03 Updated 2026-10-14
First investigate what predicts dropout among variables actually observed, record reasons where possible, and seek additional outcome follow-up. Dependence on observed history alone can be missing at random; informative dependence on unseen responses or latent heterogeneity requires a missing not at random analysis. Observed data do not ordinarily distinguish MAR from all MNAR explanations.
An explicit selection model for informative longitudinal dropout can augment a joint response model by dropout hazards. Define as above and, among subjects retained through visit , putOmit the previous-response term at the first visit. A nonzero makes dropout depend on the currently missing response. For monotone observation indicators , letThe appropriate observed-data likelihood isThus a patient's dropout pattern contributes information in the model; dropping the factor is not justified under this informative mechanism.
Another option is a shared-parameter model for informative dropout: retain the conditional Bernoulli response model, but let the dropout logit contain the same latent effect, for example . Conditional on the shared effect and observed history the processes can be independent, while marginally dropout remains associated with unseen responses. The joint likelihood must integrate the response factors and dropout factors together over . A response-only mixed-model fit does not generally account for this dependence.
Because or can be weakly identified from the observed outcomes, report sensitivity of the treatment conclusion to plausible informative-dropout assumptions. One can fix a range of these dependence parameters and refit, or use pattern-mixture sensitivity analysis that shifts the imputed post-dropout log odds by a specified amount from the MAR prediction. Present population risks and treatment contrasts across these scenarios with their uncertainty. These are explicit identifying assumptions, not an empirical test proving which missingness mechanism is true. Neither a complete-case analysis nor carrying forward the last response supplies such a justification.
Put and . Differentiation gives . Hence the displayed derivative lies between zero and one, strictly below one for a nondegenerate random intercept. A marginal logit is therefore generally nonlinear and its slope differs from the conditional slope even without confounding. This is a precise instance of noncollapsibility of the odds ratio.
Selection model for informative longitudinal dropout Created 2026-10-14 Updated 2026-11-05
Model the joint distribution by multiplying a response model by a sequential dropout model. For example, the logit of dropout before visit , conditional on remaining observed, can depend on the currently unobserved as well as previous responses and baseline covariates. The observed-data likelihood sums over the missing binary responses. Such a dependence parameter is usually weakly identified or unidentified from observed responses alone; sensitivity analysis must vary it over scientifically justified values.
