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A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations

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  • Bahjat F. Qaqish

Abstract

We introduce a family of multivariate binary distributions with certain conditional linear property. This family is particularly useful for efficient and easy simulation of correlated binary variables with a given marginal mean vector and correlation matrix. Copyright Biometrika Trust 2003, Oxford University Press.

Suggested Citation

  • Bahjat F. Qaqish, 2003. "A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations," Biometrika, Biometrika Trust, vol. 90(2), pages 455-463, June.
  • Handle: RePEc:oup:biomet:v:90:y:2003:i:2:p:455-463
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    Citations

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    Cited by:

    1. Farrell, Patrick J. & Sutradhar, Brajendra C., 2006. "A non-linear conditional probability model for generating correlated binary data," Statistics & Probability Letters, Elsevier, vol. 76(4), pages 353-361, February.
    2. Guosheng Yin & Yu Shen, 2005. "Adaptive Design and Estimation in Randomized Clinical Trials with Correlated Observations," Biometrics, The International Biometric Society, vol. 61(2), pages 362-369, June.
    3. Anastasia Ivanova & Bahjat F. Qaqish & Michael J. Schell, 2005. "Continuous Toxicity Monitoring in Phase II Trials in Oncology," Biometrics, The International Biometric Society, vol. 61(2), pages 540-545, June.
    4. Moysiadis, Theodoros & Fokianos, Konstantinos, 2014. "On binary and categorical time series models with feedback," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 209-228.
    5. Biswas, Atanu & Song, Peter X.-K., 2009. "Discrete-valued ARMA processes," Statistics & Probability Letters, Elsevier, vol. 79(17), pages 1884-1889, September.
    6. Lennart Bondesson & Daniel Thorburn, 2008. "A List Sequential Sampling Method Suitable for Real-Time Sampling," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(3), pages 466-483.
    7. Boik, Robert J., 2005. "Second-order accurate inference on eigenvalues of covariance and correlation matrices," Journal of Multivariate Analysis, Elsevier, vol. 96(1), pages 136-171, September.
    8. Y. Fong & J. Wakefield & S. De Rosa & N. Frahm, 2012. "A Robust Bayesian Random Effects Model for Nonlinear Calibration Problems," Biometrics, The International Biometric Society, vol. 68(4), pages 1103-1112, December.
    9. Bing Lu & John S. Preisser & Bahjat F. Qaqish & Chirayath Suchindran & Shrikant I. Bangdiwala & Mark Wolfson, 2007. "A Comparison of Two Bias-Corrected Covariance Estimators for Generalized Estimating Equations," Biometrics, The International Biometric Society, vol. 63(3), pages 935-941, September.
    10. Berman, Oded & Krass, Dmitry & Menezes, Mozart B.C., 2013. "Location and reliability problems on a line: Impact of objectives and correlated failures on optimal location patterns," Omega, Elsevier, vol. 41(4), pages 766-779.
    11. Hammill, Bradley G. & Preisser, John S., 2006. "A SAS/IML software program for GEE and regression diagnostics," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1197-1212, November.
    12. Oman, Samuel D., 2009. "Easily simulated multivariate binary distributions with given positive and negative correlations," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 999-1005, February.
    13. repec:eee:csdana:v:114:y:2017:i:c:p:1-11 is not listed on IDEAS
    14. Tsung-Shan Tsou & Wan-Chen Chen, 2013. "Estimation of intra-cluster correlation coefficient via the failure of Bartlett’s second identity," Computational Statistics, Springer, vol. 28(4), pages 1681-1698, August.
    15. Modarres, Reza, 2011. "High-dimensional generation of Bernoulli random vectors," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1136-1142, August.
    16. Hines, R.J. O'Hara & Hines, W.G.S., 2010. "Indices for covariance mis-specification in longitudinal data analysis with no missing responses and with MAR drop-outs," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 806-815, April.
    17. B. C. Sutradhar, 2008. "On auto-regression type dynamic mixed models for binary panel data," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 209-221.
    18. repec:bla:biomet:v:73:y:2017:i:2:p:696-705 is not listed on IDEAS
    19. Song, Peter X.-K. & Freeland, R. Keith & Biswas, Atanu & Zhang, Shulin, 2013. "Statistical analysis of discrete-valued time series using categorical ARMA models," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 112-124.
    20. Klingenberg, Bernhard & Satopää, Ville, 2013. "Simultaneous confidence intervals for comparing margins of multivariate binary data," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 87-98.
    21. Molin Wang & John M. Williamson, 2005. "Generalization of the Mantel–Haenszel Estimating Function for Sparse Clustered Binary Data," Biometrics, The International Biometric Society, vol. 61(4), pages 973-981, December.

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