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Biometrika 2006 93(4):1011-1017; doi:10.1093/biomet/93.4.1011
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© 2006 Biometrika Trust

Miscellanea

Multivariate logistic models

Bahjat F. Qaqish and Anastasia Ivanova

Department of Biostatistics, University of North Carolina, Chapel Hill, North Carolina 27599-7420, U.S.A. bahjat_qaqish{at}unc.edu, aivanova{at}bios.unc.edu


  Abstract

The multivariate logistic transform is a reparameterisation of cell probabilities in terms of marginal logistic contrasts. It is known that an arbitrary set of logistic contrasts may not correspond to a valid joint distribution. In this paper we present an efficient algorithm for detecting whether or not the inverse transform exists, and for computing it if it does.

Key Words: Correlated binary observations; Generalised-linear model; Logistic regression; Marginal model; Multivariate categorical data.

Received May 2004. Revised March 2006.


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