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・ Poisson clumping
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Poisson regression
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Poisson regression : ウィキペディア英語版
Poisson regression

In statistics, Poisson regression is a form of regression analysis used to model count data and contingency tables. Poisson regression assumes the response variable ''Y'' has a Poisson distribution, and assumes the logarithm of its expected value can be modeled by a linear combination of unknown parameters. A Poisson regression model is sometimes known as a log-linear model, especially when used to model contingency tables.
Poisson regression models are generalized linear models with the logarithm as the (canonical) link function, and the Poisson distribution function as the assumed probability distribution of the response.
==Regression models==
If \mathbf \in \mathbb^n is a vector of independent variables, then the model takes the form
: \log (\operatorname(Y\mid\mathbf))=\alpha + \mathbf' \mathbf,
where \alpha \in \mathbb and \mathbf \in \mathbb^n. Sometimes this is written more compactly as
:\log (\operatorname(Y\mid\mathbf))=\boldsymbol' \mathbf,\,
where x is now an (''n'' + 1)-dimensional vector consisting of ''n'' independent variables concatenated to a vector of ones. Here ''θ'' is simply ''α'' concatenated to β.
Thus, when given a Poisson regression model ''θ'' and an input vector x, the predicted mean of the associated Poisson distribution is given by
:\operatorname(Y\mid\mathbf)=e^}.\,
If ''Y''''i'' are independent observations with corresponding values x''i'' of the predictor variables, then ''θ'' can be estimated by maximum likelihood. The maximum-likelihood estimates lack a closed-form expression and must be found by numerical methods. The probability surface for maximum-likelihood Poisson regression is always concave, making Newton–Raphson or other gradient-based methods appropriate estimation techniques.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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