Some New Random Effect Models for Correlated Binary Responses

Fodé Tounkara; Louis-Paul Rivest

Dependence Modeling (2014)

  • Volume: 2, Issue: 1, page 73-87, electronic only
  • ISSN: 2300-2298

Abstract

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Exchangeable copulas are used to model an extra-binomial variation in Bernoulli experiments with a variable number of trials. Maximum likelihood inference procedures for the intra-cluster correlation are constructed for several copula families. The selection of a particular model is carried out using the Akaike information criterion (AIC). Profile likelihood confidence intervals for the intra-cluster correlation are constructed and their performance are assessed in a simulation experiment. The sensitivity of the inference to the specification of the copula family is also investigated through simulations. Numerical examples are presented.

How to cite

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Fodé Tounkara, and Louis-Paul Rivest. "Some New Random Effect Models for Correlated Binary Responses." Dependence Modeling 2.1 (2014): 73-87, electronic only. <http://eudml.org/doc/268680>.

@article{FodéTounkara2014,
abstract = {Exchangeable copulas are used to model an extra-binomial variation in Bernoulli experiments with a variable number of trials. Maximum likelihood inference procedures for the intra-cluster correlation are constructed for several copula families. The selection of a particular model is carried out using the Akaike information criterion (AIC). Profile likelihood confidence intervals for the intra-cluster correlation are constructed and their performance are assessed in a simulation experiment. The sensitivity of the inference to the specification of the copula family is also investigated through simulations. Numerical examples are presented.},
author = {Fodé Tounkara, Louis-Paul Rivest},
journal = {Dependence Modeling},
keywords = {Multivariate exchangeable copulas; Exchangeable binary data; Profile interval; Maximum likelihood; multivariate exchangeable copulas; exchangeable binary data; profile interval; maximum likelihood},
language = {eng},
number = {1},
pages = {73-87, electronic only},
title = {Some New Random Effect Models for Correlated Binary Responses},
url = {http://eudml.org/doc/268680},
volume = {2},
year = {2014},
}

TY - JOUR
AU - Fodé Tounkara
AU - Louis-Paul Rivest
TI - Some New Random Effect Models for Correlated Binary Responses
JO - Dependence Modeling
PY - 2014
VL - 2
IS - 1
SP - 73
EP - 87, electronic only
AB - Exchangeable copulas are used to model an extra-binomial variation in Bernoulli experiments with a variable number of trials. Maximum likelihood inference procedures for the intra-cluster correlation are constructed for several copula families. The selection of a particular model is carried out using the Akaike information criterion (AIC). Profile likelihood confidence intervals for the intra-cluster correlation are constructed and their performance are assessed in a simulation experiment. The sensitivity of the inference to the specification of the copula family is also investigated through simulations. Numerical examples are presented.
LA - eng
KW - Multivariate exchangeable copulas; Exchangeable binary data; Profile interval; Maximum likelihood; multivariate exchangeable copulas; exchangeable binary data; profile interval; maximum likelihood
UR - http://eudml.org/doc/268680
ER -

References

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