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Regression models for binary longitudinal responses
Authors:AITKIN  MURRAY  ALFÓ  MARCO
Institution:(1) Department of Statistics, University of Newcastle, UK;(2) Dipartimento di Metodi Quantitativi e Teoria Economica, Universitá ldquoG. d'Annunziordquo, Pescara, Italy
Abstract:Some conditional models to deal with binary longitudinal responses are proposed, extending random effects models to include serial dependence of Markovian form, and hence allowing for quite general association structures between repeated observations recorded on the same individual. The presence of both these components implies a form of dependence between them, and so a complicated expression for the resulting likelihood. To handle this problem, we introduce, as a first instance, what Follmann and Wu (1995) called, in a different setting, an approximate conditional model, which represents an optimal choice for the general framework of categorical longitudinal responses. Then we define two more formally correct models for the binary case, with no assumption about the distribution of the random effect. All of the discussed models are estimated by means of an EM algorithm for nonparametric maximum likelihood. The algorithm, an adaptation of that used by Aitkin (1996) for the analysis of overdispersed generalized linear models, is initially derived as a form of Gaussian quadrature, and then extended to a completely unknown mixing distribution. A large scale simulation work is described to explore the behaviour of the proposed approaches in a number of different situations.
Keywords:Longitudinal binary responses  random effects GLMs  Markov chains  nonparametric maximum likelihood estimation  constrained nonparametric model  fully nonparametric model
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