Covariance structure models for clustered proportions

Tzy-Jyun Yao and Gregory C. Reinsel

Statistics & Probability Letters, 1996, vol. 29, issue 1, 61-70

Abstract: Covariance structures as functions of the means and extra-variation and correlation parameters are presented to model proportions correlated due to random clustering effects. The mean structures are specified by logistic regressions with proportion-specific covariates. The maximum quasi-likelihood/moment estimating functions for all the parameters are constructed. The resulting estimators are asymptotically normal. A general quasi-score test procedure is developed for testing the significance of any subset of the parameters. The small sample properties are studied through simulations. An illustrative example is included.

Keywords: Correlated; proportions; Variance-covariance; structure; Estimating; functions; Quasi-score; test (search for similar items in EconPapers)
Date: 1996
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