Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 1 of 1
Full-Text Articles in Statistical Models
D-Vine Pair-Copula Models For Longitudinal Binary Data, Huihui Lin
D-Vine Pair-Copula Models For Longitudinal Binary Data, Huihui Lin
Mathematics & Statistics Theses & Dissertations
Dependent longitudinal binary data are prevalent in a wide range of scientific disciplines, including healthcare and medicine. A popular method for analyzing such data is the multivariate probit (MP) model. The motivation for this dissertation stems from the fact that the MP model fails even the binary correlations are within the feasible range. The reason being the underlying correlation matrix of the latent variables in the MP model may not be positive definite. In this dissertation, we study alternatives that are based on D-vine pair-copula models. We consider both the serial dependence modeled by the first order autoregressive (AR(1)) and …