Performance evaluation of nursing homes is usually accomplished by the repeated administration of questionnaires aimed at measuring the health status of the patients during their period of residence in the nursing home. We illustrate how a latent Markov model with covariates may effectively be used for the analysis of data collected in this way. This model relies on a not directly observable Markov process, whose states represent different levels of the health status. For the maximum likelihood estimation of the model we apply an EM algorithm implemented by means of certain recursions taken from the literature on hidden Markov chains. Of particular interest is the estimation of the effect of each nursing home on the probability of transition between the latent states. We show how the estimates of these effects may be used to construct a set of scores which allows us to rank these facilities in terms of their efficacy in taking care of the health conditions of their patients. The method is used within an application based on data concerning a set of nursing homes located in the Region of Umbria, Italy, which were followed for the period 2003-2005.

We discuss two parameterizations of models for marginal independencies for discrete distributions which are representable by bi-directed graph models, under the global Markov property. Such models are useful data analytic tools especially if used in combination with other graphical models. The first parameterization, in the saturated case, is also known as thenation multivariate logistic transformation, the second is a variant that allows, in some (but not all) cases, variation-independent parameters. An algorithm for maximum likelihood fitting is proposed, based on an extension of the Aitchison and Silvey method. Copyright (c) 2009 Board of the Foundation of the Scandinavian Journal of Statistics.

This paper introduces a novel class of models for binary data, which we call log-mean linear models. The characterizing feature of these models is that they are specified by linear constraints on the log-mean linear parameter, defined as a log-linear expansion of the mean parameter of the multivariate Bernoulli distribution. We show that marginal independence relationships between variables can be specified by setting certain log-mean linear interactions to zero and, more specifically, that graphical models of marginal independence are log-mean linear models. Our approach overcomes some drawbacks of the existing parameterizations of graphical models of marginal independence.

a b s t r a c tIt is well-known that a conditional independence statement for discrete variables is equivalent to constraining to zero a suitable set of log-linear interactions. In this paper we show that this is also equivalent to zero constraints on suitable sets of marginal log-linear interactions, that can be formulated within a class of smooth marginal log-linear models. This result allows much more flexibility than known until now in combining several conditional independencies into a smooth marginal model. This result is the basis for a procedure that can search for such a marginal parameterization, so that, if one exists, the model is smooth.

In regression models for categorical data a linear model is typically related to the response variables via a transformation of probabilities called the link function. We introduce an approach based on two link functions for binary data named log-mean (LM) and log-mean linear (LML), respectively. The choice of the link function plays a key role for the interpretation of the model, and our approach is especially appealing in terms of interpretation of the effects of covariates on the association of responses. Similarly to Poisson regression, the LM and LML regression coefficients of single outcomes are log-relative risks, and we show that the relative risk interpretation is maintained also in the regressions of the association of responses. Furthermore, certain collections of zero LML regression coefficients imply that the relative risks for joint responses factorize with respect to the corresponding relative risks for marginal responses. This work is motivated by the analysis of a dataset obtained from a case-control study aimed to investigate the effect of HIV-infection on multimorbidity, that is simultaneous presence of two or more noninfectious commorbidities in one patient.