2010
DOI: 10.1111/j.1541-0420.2010.01494.x
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Joint Regression Analysis for Discrete Longitudinal Data

Abstract: 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 Dermato… Show more

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Cited by 37 publications
(55 citation statements)
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“…One such family is the Gaussian family , which has been widely used in applications because of its convenient marginal and conditional properties. Adopting the Gaussian copula probit model for Y i 1 L ∼Bernoulli ( π 1 L ), Y i 1 R ∼Bernoulli ( π 1 R ), Y i 2 L ∼Bernoulli ( π 2 L ), and Y i 2 R ∼Bernoulli ( π 2 R ), the resulting joint model P1r12r2=P(Yi1L=1,Yi1R=r1,Yi2L=2,Yi2R=r2) is given by P1r12r2=falsefalsej1=01falsefalsej2=01falsefalsej3=01falsefalsej4=01(1)4+falsefalseh=14jhnormalΦboldD()arrayarraynormalΦ1(ui1Lj1),normalΦ1(ui1Rj2),arraynormalΦ1(ui2Lj3),normalΦ1(…”
Section: Case Of Non‐exchageability Of Organsmentioning
confidence: 99%
See 1 more Smart Citation
“…One such family is the Gaussian family , which has been widely used in applications because of its convenient marginal and conditional properties. Adopting the Gaussian copula probit model for Y i 1 L ∼Bernoulli ( π 1 L ), Y i 1 R ∼Bernoulli ( π 1 R ), Y i 2 L ∼Bernoulli ( π 2 L ), and Y i 2 R ∼Bernoulli ( π 2 R ), the resulting joint model P1r12r2=P(Yi1L=1,Yi1R=r1,Yi2L=2,Yi2R=r2) is given by P1r12r2=falsefalsej1=01falsefalsej2=01falsefalsej3=01falsefalsej4=01(1)4+falsefalseh=14jhnormalΦboldD()arrayarraynormalΦ1(ui1Lj1),normalΦ1(ui1Rj2),arraynormalΦ1(ui2Lj3),normalΦ1(…”
Section: Case Of Non‐exchageability Of Organsmentioning
confidence: 99%
“…One such family is the Gaussian family [17], which has been widely used in applications because of its convenient marginal and conditional properties. Adopting the Gaussian copula probit model [18,19]…”
Section: Case Of Non-exchageability Of Organsmentioning
confidence: 99%
“…Though copulas have been extensively explored for modeling dependency for continuous data, the applications for discrete data are just emerging. Some of the recent studies in this area include Prieger (2002), Smith (2003), Cameron et al (2004), Purcaru and Denuit (2005) and Karlis (2008, 2010), Madsen (2009) and Madsen and Fang (2010).…”
Section: Specification Of the Copula Modelmentioning
confidence: 99%
“…Some recent work includes Smith (), Zimmer and Trivedi () and Lo and Wilke () in economics, Song et al . (), Chen () and Madsen and Fang () in statistics, and Frees and Valdez (), Shi () and Shi et al . () in insurance.…”
Section: Methodsmentioning
confidence: 98%