Time is exposure: doubling the public duration should double the expected count without changing the viewing rate. Modeling the rate is therefore preferable to treating time as an additive linear predictor. In a Poisson regression the exact implementation should be
using as an offset; directly supplying noninteger without exposure weights is not generally likelihood-equivalent.
Overdispersion means that conditional variance exceeds the Poisson mean. Under a correctly specified Poisson model, the Pearson statistic is approximately chi-squared with residual degrees of freedom. Here
so a one-sided five-percent test rejects. The displayed model-based confidence interval is too narrow. A quasi-Poisson fit can multiply standard errors by ; negative binomial regression or a random-effects count model can model the extra variation directly.
There is one row per video. Giving every video its own categorical coefficient saturates the linear predictor. The investment column is a linear combination of the video indicator columns, so the design matrix loses full rank and the investment effect can be shifted into the video effects without changing any fitted value. The model is nonidentifiable.
Fit the exposure-offset Poisson model
For a new video with investment and genre , put , compute
and select the largest. For fixed genre these probabilities are nonlinear functions of investment, so this is a nonlinear classifier.

Articles by others on the same topic (0)

There are currently no matching articles.