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Math Help - True or False

  1. #1
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    True or False

    1. If the mean equals variance property of the Poisson distribution is hardly believable, using the empirical-type standard errors is better than using model-based standard errors?

    2. Link function is a monotone and non-negative function?
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by noob mathematician View Post
    1. If the mean equals variance property of the Poisson distribution is hardly believable, using the empirical-type standard errors is better than using model-based standard errors?

    2. Link function is a monotone and non-negative function?
    We will need more context/background information for these.

    CB
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  3. #3
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    I think these are both GLM questions?

    1) I would guess true; I think by empirical standard errors you mean some kind of sandwich estimator of the variance (for example, the same estimator you would get from doing M-Estimation based on the log-likelihood of the Poisson without making any assumptions about the variance) as opposed to using something based on the fisher information?

    2) False; the identity function is a very common link, and clearly it can be negative.
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