On the Multivariate Probit Model for Exchangeable Binary Data with Covariates
โ Scribed by Catalina Stefanescu; Bruce W. Turnbull
- Publisher
- John Wiley and Sons
- Year
- 2005
- Tongue
- English
- Weight
- 153 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
โฆ Synopsis
This paper considers the use of a multivariate binomial probit model for the analysis of correlated exchangeable binary data. The model can naturally accommodate both cluster and individual level covariates, while keeping a fairly flexible intracluster association structure. We discuss Bayesian estimation when a sample of independent clusters of varying sizes are available, and show how Gibbs sampling may be used to derive the posterior densities of parameters. The methodology is illustrated with two examples: the first involves epidemiological data from a study of familial disease aggregation; the second uses teratological data from a developmental toxicity application.
๐ SIMILAR VOLUMES
In view of the cumbersome and often intractable numerical integrations required for a full likelihood analysis, several suggestions have been made recently for approximate inference in generalized linear mixed models and other nonlinear variance component models. For example, we refer to the penaliz