Please use this identifier to cite or link to this item:
http://hdl.handle.net/1942/312
Title: | A Sensitivity Analysis of two Multivariate Response Models | Authors: | LESAFFRE, Emmanuel VERBEKE, Geert MOLENBERGHS, Geert |
Issue Date: | 1994 | Source: | Computational Statistics and Data Analysis, 17(4), p. 363-391 | Abstract: | Using extensive Monte Carlo simulations, the sensitivity of two multivariate response models with respect to their underlying assumptions is investigated: the Multivariate Probit Model, already suggested in 1970 by Ashford and Sowden [4] and the Multivariate Global Cross Ratio Model, a generalization of Dale's model (see [7]). Both types of models are designed to regress a multivariate, ordered, categorical response vector on discrete and/or continuous measurements. This paper focuses on the behaviour of the maximum likelihood estimate of the association parameters mainly under misspecification of the marginal distributions. The investigation will be restricted to 2- and 3-dimensional response models. The use of the two models is illustrated on a medical and a biological data set. | Keywords: | association; generalized linear models; multivariate dale model; multivariate probit model; odds ratio; ordinal variables; polychoric correlation; tetrachoric correlation | Document URI: | http://hdl.handle.net/1942/312 | ISSN: | 0167-9473 | e-ISSN: | 1872-7352 | DOI: | 10.1016/0167-9473(94)90018-3 | ISI #: | A1994NF78700002 | Rights: | (C) 1994 - Elsevier Science B.V. All rights reserved | Type: | Journal Contribution |
Appears in Collections: | Research publications |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
lesaffre1994.pdf Restricted Access | Published version | 2 MB | Adobe PDF | View/Open Request a copy |
SCOPUSTM
Citations
7
checked on Sep 2, 2020
WEB OF SCIENCETM
Citations
7
checked on Mar 23, 2024
Page view(s)
56
checked on Sep 7, 2022
Download(s)
46
checked on Sep 7, 2022
Google ScholarTM
Check
Altmetric
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.