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Output details

11 - Computer Science and Informatics

University of East Anglia

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Article title

Multivariate logit copula model with an application to dental data

Type
D - Journal article
Title of journal
Statistics in Medicine
Article number
-
Volume number
27
Issue number
30
First page of article
6393
ISSN of journal
10970258
Year of publication
2008
URL
-
Number of additional authors
1
Additional information

<13>Biostatistics is a prime area of application for copula models, as the traditional assumption of multivariate normality is usually invalid in this context. We introduce a multivariate copula-based logit model to examine the associations among multivariate binary responses. Our model has some interesting features: it provides complete inference, i.e. maximum likelihood estimation and calculation of joint and conditional probabilities, it allows for a flexible positive dependence structure, the use of covariate functions for the dependence parameters is straightforward, and its estimates are synthesized from different candidate copula models by adopting a novel model averaging approach on copula modelling.

Interdisciplinary
Yes
Cross-referral requested
10 - Mathematical Sciences
Research group
None
Citation count
8
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-