Logistic Regression with Random Coefficients / Nicholas T. Longford.

An approximation to the likelihood for the generalized linear models with random coefficients is derived and is the basis for an approximate Fisher scoring algorithm. The method is illustrated on the logistic regression model for one-way classification, but it has an extension to the class of genera...

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Bibliographic Details
Main Author: Longford, Nicholas T.
Corporate Author: Educational Testing Service. Program Statistics Research Project
Language:English
Published: [Place of publication not identified] : Distributed by ERIC Clearinghouse, 1993.
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Physical Description:76 pages
Format: Microfilm Book
Description
Summary:
An approximation to the likelihood for the generalized linear models with random coefficients is derived and is the basis for an approximate Fisher scoring algorithm. The method is illustrated on the logistic regression model for one-way classification, but it has an extension to the class of generalized linear models and to more complex data structures, such as nested two-way classification. Both full and restricted maximum likelihood versions of this algorithm are defined. The estimators of the regression parameters coincide with the generalized estimating equations of S. L. Zeger and K. Y. Liang (1986) but an essentially different class of estimators for the covariance structure parameters is obtained. A simulation study explores the properties of the proposed estimators. Five tables, 12 figures, and an appendix of statistical analysis are included. (Contains 43 references.) (Author)
Note:Microform.
Call Number:ED386487 Microfiche
Reproduction Note:
Microfiche. [Washington D.C.]: ERIC Clearinghouse microfiches : positive.