Exercises for Thursday February 19

1. On Thu Feb 12 I discussed basic large-sample approximation methodology for regression models, also outside model conditions, leading to AIC, AIC^*, etc. We also went through more details regarding Exercise 4, the sandwich matrix, confidence ellipses, etc. Next week I intend to finish off Ch 2 and start with BIC in Ch 3.

2. Exercises for Thu Feb 19: First, a challenge: invent a three-parameter model for the 141 Egyptian lifelengths with a higher AIC score than the Gompertz (the "current winner"). Then, do Exercise 5, and 21 (a), about Poisson regression models. For the latter, find both AIC and AIC^* values, which requires finding both the J and the K matrices in question.