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CPS1468 Takeshi Kurosawa et al.
                                        
                                    1                         
                                                                       ̂
                                                ̂
                                                        ̅
                          ̂
                                            ̂
                        (, ) =    ∑( − )( − ) =     Cov(, ).
                                   − 1                  − 1
                                        =1
                We consider an another estimator, assuming that  is a vector of random
            variables  with  distribution  characterized  by  the vector  of  parameters .  By
            Definition 2.1, integrating with respective to the distribution of the covariates,
            we can derive an  explicit form of  (, ) for Poisson GLMs. Substituting
                                                pp
            estimates of , ,  into the explicit form of   , we get the estimator
                                                        pp
                                                   ̂ ̂
                                             (̂, |).
                                              pp
            The  notation  makes  explicit  the  dependence  of  the  measure  of  predictive
                                  ̂
            power on parameters .

            4.  Application to Horseshoe Crab Data
               This section applies  pp  to the horseshoe crab data provided in Agresti
            (2002). Briefly, the dataset consists of 173 female crabs, with the response
            variable being the number of male crabs satelliting with each female crab Sa.
            There are also four explanatory variables: 1) weight of a female crab (Wt); 2)
            the carapace width a female crab (W); 3) the body color of a female crab (C);
            4) the spine condition of a female crab (S). Both weight Wt and carapace width
            W are continuous variables, and a test of normality applied to both predictors
            suggested no strong evidence that either deviated substantially from a normal
            distribution (Takahashi and Kurosawa, 2016). Body color is a factor variable
            with levels C = 1: light medium, 2: medium, 3: dark medium, and 4: dark. We
            converted body colour into a binary predictor C2, such that C2 = 1 if C = 4 and
            C2 = 0 otherwise. Analogously, the spine condition is a factor with levels S = 1:
            both good, 2: one worn, 3: both worn. We also converted this to a binary
            categorical variable S2 such that S2 = 1 if S = 1 and S2 = 0 if otherwise.
               Assuming a Poisson distribution for the count response Sa, we fitted 15
            candidate models involving different subsets of the four covariates included
                                                          ̂ ̂
            as main effects, and Table 1: Values of  (̂, |) for 15 candidate Poisson
                                                     pp
            regression  models  fitted  to  the  horseshoe  crab  dataset.  There  were  four
            explanatory variables: 1) weight of a female crab (continuous variable; Wt); 2)
            the carapace width a female crab (continuous variable; W); 3) the body color
            of a female crab (binary variable; C2); 4) the spine condition of a female crab

            (binary variable; S2).












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