CAS Exam MAS-I Spring 2018, Question 25
Study guide: Exam MAS-I
Three separate GLMs are fit using the following model form:
g(Y) = \beta_0 + \beta_1 X_1 + \beta_2 X_2
The following error distributions were used for the three GLMs. Each model also used their canonical link functions:
- Model I: gamma
- Model II: Poisson
- Model III: binomial
When fit to the data, all three models resulted in the same parameter estimates:
\hat\beta_0 |
2.0 |
\hat\beta_1 |
1.0 |
\hat\beta_2 |
-1.0 |
Determine the correct ordering of the models' predicted values at observed point (X_1, X_2) = (2, 1).
- A) I < II < III
- B) I < III < II
- C) II < I < III
- D) II < III < I
- E) The answer is not given by (A), (B), (C), or (D)
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