Joint Regression Analysis for Discrete Longitudinal Data

We introduce an approximation to the Gaussian copula likelihood of Song, Li, and Yuan (2009, Biometrics 65, 60–68) used to estimate regression parameters from correlated discrete or mixed bivariate or trivariate outcomes. Our approximation allows estimation of parameters from response vectors of len...

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Bibliographic Details
Published inBiometrics Vol. 67; no. 3; pp. 1171 - 1175
Main Authors Madsen, L, Fang, Y
Format Journal Article
LanguageEnglish
Published Malden, USA Blackwell Publishing Inc 01.09.2011
Wiley-Blackwell
Blackwell Publishing Ltd
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Summary:We introduce an approximation to the Gaussian copula likelihood of Song, Li, and Yuan (2009, Biometrics 65, 60–68) used to estimate regression parameters from correlated discrete or mixed bivariate or trivariate outcomes. Our approximation allows estimation of parameters from response vectors of length much larger than three, and is asymptotically equivalent to the Gaussian copula likelihood. We estimate regression parameters from the toenail infection data of De Backer et al. (1996, British Journal of Dermatology 134, 16–17), which consist of binary response vectors of length seven or less from 294 subjects. Although maximizing the Gaussian copula likelihood yields estimators that are asymptotically more efficient than generalized estimating equation (GEE) estimators, our simulation study illustrates that for finite samples, GEE estimators can actually be as much as 20% more efficient.
Bibliography:http://dx.doi.org/10.1111/j.1541-0420.2010.01494.x
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ISSN:0006-341X
1541-0420
1541-0420
DOI:10.1111/j.1541-0420.2010.01494.x