A unified approach to modeling multivariate binary data using copulas over partitions


Autoria(s): Swihart, Bruce J.; Caffo, Brian; Crainiceanu, Ciprian
Data(s)

15/07/2010

Resumo

Many seemingly disparate approaches for marginal modeling have been developed in recent years. We demonstrate that many current approaches for marginal modeling of correlated binary outcomes produce likelihoods that are equivalent to the proposed copula-based models herein. These general copula models of underlying latent threshold random variables yield likelihood based models for marginal fixed effects estimation and interpretation in the analysis of correlated binary data. Moreover, we propose a nomenclature and set of model relationships that substantially elucidates the complex area of marginalized models for binary data. A diverse collection of didactic mathematical and numerical examples are given to illustrate concepts.

Formato

application/pdf

Identificador

http://biostats.bepress.com/jhubiostat/paper213

http://biostats.bepress.com/cgi/viewcontent.cgi?article=1212&context=jhubiostat

Publicador

Collection of Biostatistics Research Archive

Fonte

Johns Hopkins University, Dept. of Biostatistics Working Papers

Palavras-Chave #Binary outcomes; Copulas; Marginal likelihood; Multivariate logit; Multivariate probit: Stable distributions #Categorical Data Analysis #Longitudinal Data Analysis and Time Series #Multivariate Analysis #Statistical Models
Tipo

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