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A pairwise likelihood approach to analyzing correlated binary data

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Author Info
Kuk, Anthony Y. C.
Nott, David J.
Abstract

The method of pairwise likelihood is investigated for analyzing clustered or longitudinal binary data. The pairwise likelihood is a product of bivariate likelihoods for within cluster pairs of observations, and its maximizer is the maximum pairwise likelihood estimator. We discuss the computational advantages of pairwise likelihood relative to competing approaches, present some efficiency calculations and argue that when cluster sizes are unequal a weighted pairwise likelihood should be used for the marginal regression parameters, whereas the unweighted pairwise likelihood should be used for the association parameters.

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Publisher Info
Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 47 (2000)
Issue (Month): 4 (May)
Pages: 329-335
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Handle: RePEc:eee:stapro:v:47:y:2000:i:4:p:329-335

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Related research
Keywords: Alternating logistic regression Composite likelihood Generalized estimating equations Marginal models Odds ratio Pairwise likelihood;

Cited by:
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  1. Robert F. Engle & Neil Shephard & Kevin Sheppard, 2008. "Fitting vast dimensional time-varying covariance models," Economics Series Working Papers 403, University of Oxford, Department of Economics. [Downloadable!]
    Other versions:
  2. Cristiano Varin, 2008. "On composite marginal likelihoods," AStA Advances in Statistical Analysis, Springer, vol. 92(1), pages 1-28, February. [Downloadable!] (restricted)
  3. Yinshan Zhao & Harry Joe, 2008. "Inferences for odds ratio with dependent pairs," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 17(1), pages 101-119, May. [Downloadable!] (restricted)
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This page was last updated on 2009-12-3.


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