Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 30 3 d Solution Created 2026-10-03 Updated 2026-10-07
The Quasi-Poisson regression retains the same conditional mean but permitsThis is a mean–variance function specification through quasi-likelihood; it does not assign a full probability distribution to each count. For independent observations, the quasi-score equation is proportional to , so the mean statistical parameter estimates equal those from Poisson regression. The output estimates through the Pearson dispersion estimator, and inflates the standard errors by approximately .
The large residual deviance relative to 728 residual statistical degrees of freedom also signals substantial overdispersion. Daily weather, traffic and other omitted conditions may produce greater count variation than a homogeneous Poisson distribution allows. The Quasi-Poisson regression accounts for that extra marginal variance. It still requires a correct conditional mean and an appropriate independence assumption; a common dispersion parameter alone does not repair serial correlation.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 30 5 a ii Solution Created 2026-10-03 Updated 2026-10-07
Unobserved heterogeneity is persistent variation between subjects arising from unmeasured characteristics. A subject-specific latent variable or random intercept can represent it. Subjects with high latent success propensities tend to succeed repeatedly, so their observed outcomes can have positive serial correlation even when outcomes are conditionally independent given that propensity. Apparent persistence therefore need not imply true state dependence.