C21. A log-link coefficient
In a Poisson regression with a log link and no interactions, what does e^{\beta_j} represent?
Worked answer (click to show)
Definitions/notation. In \log\mu=x^\top\beta, \mu is the expected count and \beta_j is the coefficient of predictor x_j, with no interactions involving it. Holding other predictors fixed, a one-unit increase in x_j multiplies the expected count by e^{\beta_j}, a 100(e^{\beta_j}-1)\% change; this is an association, not automatically a causal effect.