Regression Analysis of Poisson-Distributed Data
泊松分布数据的回归分析
The principle of maximum likelihood is used to obtain estimates of the parameters in a regression model when the experimental observations are assumed to follow the Poisson distribution. The maximum likelihood estimates are shown to be equivalent to those obtained by minimization of a quadratic form which reduces to a modified chi square under the Poisson assumption. Computationally, both of these estimation procedures are equivalent to a properly weighted least squares…