Please use this identifier to cite or link to this item:
https://doi.org/10.1093/biomet/91.3.758
Title: | Permutation invariance of alternating logistic regression for multivariate binary data | Authors: | Kuk, A.Y.C. | Keywords: | Clustered data Conditional residual Generalised estimating equation Longitudinal data Pairwise likelihood |
Issue Date: | 2004 | Citation: | Kuk, A.Y.C. (2004). Permutation invariance of alternating logistic regression for multivariate binary data. Biometrika 91 (3) : 758-761. ScholarBank@NUS Repository. https://doi.org/10.1093/biomet/91.3.758 | Abstract: | A practically important but not so obvious result is that alternating logistic regression is invariant to permutations of the response variables within clusters. In this note, we give a short proof of the invariance result using a pairwise likelihood argument. The same proof can be used to establish invariance for a more general class of estimating equations based on conditional residuals. As it stands, the invariance theory is incomplete because existing standard error estimates are not invariant to permutations. To solve this problem we present a symmetrised version of the estimating equation and use it to obtain permutation-invariant standard errors. © 2004 Biometrika Trust. | Source Title: | Biometrika | URI: | http://scholarbank.nus.edu.sg/handle/10635/105298 | ISSN: | 00063444 | DOI: | 10.1093/biomet/91.3.758 |
Appears in Collections: | Staff Publications |
Show full item record
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.