Authors: | Yao, T. J.; Reinsel, G. C. |
Article Title: | Covariance structure models for clustered proportions |
Abstract: | Covariance structures as functions of the means and extra-variation and correlation parameters are presented to model proportions correlated due to random clustering effects. The mean structures are specified by logistic regressions with proportion-specific covariates. The maximum quasi-likelihood/moment estimating functions for all the parameters are constructed. The resulting estimators are asymptotically normal. A general quasi-score test procedure is developed for testing the significance of any subset of the parameters. The small sample properties are studied through simulations. An illustrative example is included. |
Keywords: | correlated proportions; estimating functions; quasi-score test; variance-covariance structure |
Journal Title: | Statistics & Probability Letters |
Volume: | 29 |
Issue: | 1 |
ISSN: | 0167-7152 |
Publisher: | Elsevier Science, Inc. |
Date Published: | 1996-08-15 |
Start Page: | 61 |
End Page: | 70 |
Language: | English |
DOI: | 10.1016/0167-7152(95)00156-5 |
PROVIDER: | scopus |
DOI/URL: | |
Notes: | Article -- Export Date: 22 November 2017 -- Source: Scopus |