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A pairwise likelihood approach to estimation in multilevel probit models

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  • Renard, Didier
  • Molenberghs, Geert
  • Geys, Helena

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  • Renard, Didier & Molenberghs, Geert & Geys, Helena, 2004. "A pairwise likelihood approach to estimation in multilevel probit models," Computational Statistics & Data Analysis, Elsevier, vol. 44(4), pages 649-667, January.
    • Handle: RePEc:eee:csdana:v:44:y:2004:i:4:p:649-667
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    1. Harvey Goldstein & Jon Rasbash, 1996. "Improved Approximations for Multilevel Models with Binary Responses," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 159(3), pages 505-513, May.
    2. Kuk, Anthony Y. C. & Nott, David J., 2000. "A pairwise likelihood approach to analyzing correlated binary data," Statistics & Probability Letters, Elsevier, vol. 47(4), pages 329-335, May.
    3. S. le Cessie & J. C. van Houwelingen, 1994. "Logistic Regression for Correlated Binary Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 43(1), pages 95-108, March.
    4. Germáan Rodríguez & Noreen Goldman, 1995. "An Assessment of Estimation Procedures for Multilevel Models with Binary Responses," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 158(1), pages 73-89, January.
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    Cited by:

    1. Varin, Cristiano & Host, Gudmund & Skare, Oivind, 2005. "Pairwise likelihood inference in spatial generalized linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 49(4), pages 1173-1191, June.
    2. Craiu, Radu V. & Duchesne, Thierry, 2018. "A scalable and efficient covariate selection criterion for mixed effects regression models with unknown random effects structure," Computational Statistics & Data Analysis, Elsevier, vol. 117(C), pages 154-161.
    3. Bhat, Chandra R., 2011. "The maximum approximate composite marginal likelihood (MACML) estimation of multinomial probit-based unordered response choice models," Transportation Research Part B: Methodological, Elsevier, vol. 45(7), pages 923-939, August.
    4. Tatiyana V. Apanasovich & David Ruppert & Joanne R. Lupton & Natasa Popovic & Nancy D. Turner & Robert S. Chapkin & Raymond J. Carroll, 2008. "Aberrant Crypt Foci and Semiparametric Modeling of Correlated Binary Data," Biometrics, The International Biometric Society, vol. 64(2), pages 490-500, June.
    5. Chong-Zhi Di & Karen Bandeen-Roche, 2011. "Multilevel Latent Class Models with Dirichlet Mixing Distribution," Biometrics, The International Biometric Society, vol. 67(1), pages 86-96, March.
    6. Matthias Trendtel & Alexander Robitzsch, 2021. "A Bayesian Item Response Model for Examining Item Position Effects in Complex Survey Data," Journal of Educational and Behavioral Statistics, , vol. 46(1), pages 34-57, February.
    7. M.-L. Feddag, 2016. "Pairwise likelihood estimation for the normal ogive model with binary data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 100(2), pages 223-237, April.
    8. Feddag, M.-L. & Bacci, S., 2009. "Pairwise likelihood for the longitudinal mixed Rasch model," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1027-1037, February.
    9. Paleti, Rajesh & Bhat, Chandra R., 2013. "The composite marginal likelihood (CML) estimation of panel ordered-response models," Journal of choice modelling, Elsevier, vol. 7(C), pages 24-43.
    10. Yan Chen & Youran Qi & Qing Liu & Peter Chien, 2018. "Sequential sampling enhanced composite likelihood approach to estimation of social intercorrelations in large-scale networks," Quantitative Marketing and Economics (QME), Springer, vol. 16(4), pages 409-440, December.
    11. Väre, Minna & Heshmati, Almas, 2004. "Perspectives on the Early Retirement Decisions of Farming Couples," IZA Discussion Papers 1342, Institute of Labor Economics (IZA).
    12. Li, Yonghai & Schafer, Daniel W., 2008. "Likelihood analysis of the multivariate ordinal probit regression model for repeated ordinal responses," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3474-3492, March.
    13. Steffen Fieuws & Geert Verbeke, 2006. "Pairwise Fitting of Mixed Models for the Joint Modeling of Multivariate Longitudinal Profiles," Biometrics, The International Biometric Society, vol. 62(2), pages 424-431, June.
    14. T.-F. Lo & P.-H. Ke & W.-J. Tsay, 2018. "Pairwise likelihood inference for the random effects probit model," Computational Statistics, Springer, vol. 33(2), pages 837-861, June.
    15. Klingenberg, Bernhard, 2008. "Regression models for binary time series with gaps," Computational Statistics & Data Analysis, Elsevier, vol. 52(8), pages 4076-4090, April.
    16. Molenberghs, Geert & Verbeke, Geert & Iddi, Samuel & Demétrio, Clarice G.B., 2012. "A combined beta and normal random-effects model for repeated, overdispersed binary and binomial data," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 94-109.
    17. Hung‐pin Lai & Subal C. Kumbhakar, 2020. "Estimation of a dynamic stochastic frontier model using likelihood‐based approaches," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(2), pages 217-247, March.
    18. Pryseley, Assam & Tchonlafi, Clotaire & Verbeke, Geert & Molenberghs, Geert, 2011. "Estimating negative variance components from Gaussian and non-Gaussian data: A mixed models approach," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1071-1085, February.
    19. Bartolucci, Francesco & Lupparelli, Monia, 2012. "Nested hidden Markov chains for modeling dynamic unobserved heterogeneity in multilevel longitudinal data," MPRA Paper 40588, University Library of Munich, Germany.
    20. Moffa, Giusi & Kuipers, Jack, 2014. "Sequential Monte Carlo EM for multivariate probit models," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 252-272.
    21. Joe, Harry, 2008. "Accuracy of Laplace approximation for discrete response mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5066-5074, August.
    22. Joe, Harry & Lee, Youngjo, 2009. "On weighting of bivariate margins in pairwise likelihood," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 670-685, April.
    23. Alexander Robitzsch, 2021. "A Comprehensive Simulation Study of Estimation Methods for the Rasch Model," Stats, MDPI, vol. 4(4), pages 1-23, October.
    24. Cristiano Varin, 2008. "On composite marginal likelihoods," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 92(1), pages 1-28, February.
    25. N. Withanage & A.R. de Leon & C.J. Rudnisky, 2014. "Joint estimation of disease-specific sensitivities and specificities in reader-based multi-disease diagnostic studies of paired organs," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(10), pages 2282-2297, October.

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