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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Published in | Biometrics Vol. 67; no. 3; pp. 1171 - 1175 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Malden, USA
Blackwell Publishing Inc
01.09.2011
Wiley-Blackwell Blackwell Publishing Ltd |
Subjects | |
Online Access | Get full text |
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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. |
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Bibliography: | http://dx.doi.org/10.1111/j.1541-0420.2010.01494.x ark:/67375/WNG-2JWVTBDZ-Q ArticleID:BIOM1494 istex:F26849D059A4A2BF51AA6DDEB114EE1496295DCE SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 14 ObjectType-Article-1 ObjectType-Feature-2 content type line 23 |
ISSN: | 0006-341X 1541-0420 1541-0420 |
DOI: | 10.1111/j.1541-0420.2010.01494.x |