Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 206 / 4

For $0<p<1$, the Bernoulli distribution has massIn exponential dispersion family notation $\exp \{[y\theta -b(\theta )]/\varphi +c(y,\varphi )\}$, takeThe support is $\{0,1\}$; outside it the probability is zero. The natural parameter of an exponential family is the log odds, and the dispersion parameter is fixed rather than freely estimated. Differentiating the cumulant givesAt $p=0$ or $1$ the degenerate distributions are limiting boundary cases with natural parameter $-\infty$ or $+\infty$.

For independent patients, the Bernoulli logistic-regression model iswhere $d_i=1_{\{{\mathrm{frail}}_i=1\}}$ with nonfrail patients as the reference level in a regression factor. The fitted linear predictor isThe null model fits one intercept, so its 99 residual degrees of freedom imply 100 patients; the full model's $100-3=97$ confirms this. Unit weights correspond to individual binary responses, not grouped binomial counts.

The Akaike information criterion estimates expected relative out-of-sample discrepancy, using the maximized log-likelihood plus a complexity penalty:Here $k=3$, since the Bernoulli dispersion is fixed at one. The saturated model puts probability one on each observed binary outcome and has log likelihood zero, so the binomial deviance is $D=-2\ell (\hat{\beta })$. ConsequentlyThere is no estimated error-variance parameter to count. The printed name “Aikake” should be read as Akaike.

This is a sequential analysis of deviance for nested generalized linear models. Adding age to the intercept-only logistic regression reduces deviance by $6.5187$, with approximate ${\chi }_1^2$ p-value $0.01067$. Adding frailty to the age model reduces it by another $16.6474$, with p-value $4.501\times 10^{-5}$. Thus both variables have evidence of association with surgical success, under the model assumptions, and neither should be dropped solely on these results.

The second test assesses frailty adjusted for age, whereas the first assesses age before frailty is included. Sequential tests depend on term order. Evidence for age adjusted for frailty is additionally provided by its full-model Wald test, $p=0.01390$. Both fitted coefficients are negative: age and frailty are associated with lower fitted success probabilities. On the odds scale, one extra year at fixed frailty multiplies the odds by $e^{-0.08942}\approx 0.9145$, and frailty at fixed age multiplies them by $e^{-3.15336}\approx 0.04271$. These are odds ratios, not risk ratios, and an observational statistical association does not by itself establish a causal effect.

The proposed generalized additive model retains the binary response and logit link, but replaces the linear age effect by a smooth function:A penalized cubic regression spline represents $f$; frailty remains a parametric coefficient. The plotted age smooth is centered, so its vertical values represent an age contribution to log odds, not probabilities or the entire fitted predictor.

The plot gives no evidence that the nonlinear model improves the mean structure. The fitted curve is essentially a straight descending line, and the label s(age,1) reports effective degrees of freedom close to one, consistent with a linear effect. The widening bands near the ends reflect sparse data and increasing uncertainty, not detected curvature. A linear-age logistic regression is therefore adequate on this evidence and simpler to interpret. A formal comparative claim would need a suitable test or predictive/model-selection criterion, but the figure supplies no reason to retain extra nonlinear flexibility.