Some New Random Effect Models for Correlated Binary Responses

Some New Random Effect Models for Correlated Binary Responses

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 usin...

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Bibliographic Details
Published in:Dependence modeling Vol. 2; no. 1
Main Authors: Tounkara, Fodé, Rivest, Louis-Paul
Format: Journal Article
Language:English
Published: De Gruyter Open 01-01-2014
De Gruyter
Subjects:
62H05
Exchangeable binary data
Maximum likelihood
Multivariate exchangeable copulas
Profile interval
Online Access:Get full text
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Summary: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.
ISSN:2300-2298
2300-2298
DOI:10.2478/demo-2014-0006