Generalized Estimating Equations to Binary Probit Model

M-L. Feddag

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 19, 3997-4010

Abstract: Inference in generalized linear mixed models with multivariate random effects is often made cumbersome by the high-dimensional intractable integrals involved in the marginal likelihood. This article presents an inferential methodology based on the generalized estimating equations for the probit latent traits models. This method belonging to the broad class of semi parametric approaches involves marginal joint moments of order 1 and 2, which has analytical expression. The different results are illustrated with a simulation study.

Date: 2014
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DOI: 10.1080/03610926.2012.712186

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