Generalized bi-additive modelling for categorical data

Patrick Groenen () and Alex Koning

No EI 2004-05, Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Abstract: Generalized linear modelling (GLM) is a versatile technique, which may be viewed as a generalization of well-known techniques such as least squares regression, analysis of variance, loglinear modelling, and logistic regression. In may applications, low-order interaction (such as bivariate interaction) terms are included in the model. However, as the number of categorical variables increases, the total number of low-order interactions also increases dramatically. In this papaer, we propose to constrain bivariate interactions by a bi-additive model which allows a simple graphical representation in which each category of every variable is represented by a vector.

Date: 2004-03-17
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