Some New Random Effect Models for Correlated Binary Responses

Tounkara Fodé and Rivest Louis-Paul
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Tounkara Fodé: Department of Mathematics and Statistics, Université Laval„ 1045 av. de la Médecine, Québec (Québec) G1V 0A6 Canada
Rivest Louis-Paul: Department of Mathematics and Statistics, Université Laval„ 1045 av. de la Médecine, Québec (Québec) G1V 0A6 Canada

Dependence Modeling, 2014, vol. 2, issue 1, 15

Abstract: Exchangeable copulas are used to model an extra-binomial variation in Bernoulli experiments with a variable number of trials. Maximum likelihood inference procedures for the intra-cluster correlation are constructed for several copula families. The selection of a particular model is carried out using the Akaike information criterion (AIC). Profile likelihood confidence intervals for the intra-cluster correlation are constructed and their performance are assessed in a simulation experiment. The sensitivity of the inference to the specification of the copula family is also investigated through simulations. Numerical examples are presented.

Keywords: Multivariate exchangeable copulas; Exchangeable binary data; Profile interval; Maximum likelihood; 62H05; Multivariate exchangeable copulas; Exchangeable binary data; Profile interval; Maximum likelihood; 62H05 (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:demode:v:2:y:2014:i:1:p:15:n:6

DOI: 10.2478/demo-2014-0006

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