Abstract
The mean of a Poisson distribution is equal to its variance – we say that this distribution is equidispersed. Given a Poisson regression model Z∼PλX, where X denotes a set of explanatory variables, the equidispersion property can be represented by the equation:EZX=varZX, which states that the conditional expected value and variance of Z are equal given X
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
