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BY-NC-ND 3.0 license Open Access Published by De Gruyter Open Access December 1, 2014

Some New Random Effect Models for Correlated Binary Responses

  • Fodé Tounkara and Louis-Paul Rivest
From the journal Dependence Modeling

Abstract

Exchangeable copulas are used to model an extra-binomial variation in Bernoulli experiments with a variable number of trials. Maximum likelihood inference procedures for the intra-cluster correlation are constructed for several copula families. The selection of a particular model is carried out using the Akaike information criterion (AIC). Profile likelihood confidence intervals for the intra-cluster correlation are constructed and their performance are assessed in a simulation experiment. The sensitivity of the inference to the specification of the copula family is also investigated through simulations. Numerical examples are presented.

MSC: 62H05

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Received: 2014-5-12
Accepted: 2014-10-16
Published Online: 2014-12-1

© 2014 Fodé Tounkara, Louis-Paul Rivest

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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