Note: This appendix contains brief outlines of solutions and hints of solutions for at least a few exercises from each chapter. Many of these are extracts of solutions that were kindly prepared by Jon Hennessy for Statistics 244 at Harvard University in 2013.
In the random component, set θi = μi, b(θi) = θ2i/2, ϕ = σ2, a(ϕ) = ϕ, and c(yi, ϕ) = −y2i/2ϕ − log (2πϕ). Use the identity link function.
The predicted number of standard deviation change in y for a standard deviation change in xi, adjusting for the other explanatory variables.