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Statistical Models Commons

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Series

2010

Binary outcomes; Copulas; Marginal likelihood; Multivariate logit; Multivariate probit: Stable distributions

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Full-Text Articles in Statistical Models

A Unified Approach To Modeling Multivariate Binary Data Using Copulas Over Partitions, Bruce J. Swihart, Brian Caffo, Ciprian Crainiceanu Jul 2010

A Unified Approach To Modeling Multivariate Binary Data Using Copulas Over Partitions, Bruce J. Swihart, Brian Caffo, Ciprian Crainiceanu

Johns Hopkins University, Dept. of Biostatistics Working Papers

Many seemingly disparate approaches for marginal modeling have been developed in recent years. We demonstrate that many current approaches for marginal modeling of correlated binary outcomes produce likelihoods that are equivalent to the proposed copula-based models herein. These general copula models of underlying latent threshold random variables yield likelihood based models for marginal fixed effects estimation and interpretation in the analysis of correlated binary data. Moreover, we propose a nomenclature and set of model relationships that substantially elucidates the complex area of marginalized models for binary data. A diverse collection of didactic mathematical and numerical examples are given to illustrate …