A Note on Regression in the Multivariate Poisson Distribution
多元泊松分布中的回归:一则札记
The regression of Xp on X 1, · · ·, Xp -1, when the random vector X = (X 1, · · ·, Xp ) follows a p-variate (p > 2) Poisson distribution, is obtained. Various sets of sufficient conditions for the linearity of the regression are given. It is shown that the regression is linear in one of the regressors if all the rest are zero, without any restrictions on the distribution of X.