Modelling multivariate binary data with alternating logistic regressions
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Marginal models for multivariate binary data permit separate modelling of the relationship of the response with explanatory variables, and the association between pairs of responses. When the former is the scientific focus, a first-order generalized estimating equation method (Liang & Zeger, 1986) is easy to implement and gives efficient estimates of regression coefficients, although estimates of the association among the binary outcomes can be inefficient. When the association model is a focus, simultaneous modelling of the responses and all pairwise products (Prentice, 1988) using second-order estimating equations gives more efficient estimates of association parameters as well. However, this procedure can become computationally infeasible as the cluster size gets large. This paper proposes an alternative approach, alternating logistic regressions, for simultaneously regressing the response on explanatory variables as well as modelling the association among responses in terms of pairwise odds ratios. This algorithm iterates between a logistic regression using first-order generalized estimating equations to estimate regression coefficients and a logistic regression of each response on others from the same cluster using an appropriate offset to update the odds ratio parameters. For clusters of size n, alternating logistic regression involves evaluation and inversion of matrices of order n2 rather than n4 as required for second-order generalized estimating equations. The alternating logistic regression estimates are shown to be reasonably efficient relative to solutions of second-order equations in a few problems. The new method is illustrated with an analysis of neuropsychological tests on patients with epileptic seizures.
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超越协方差的线性回归:高阶累积量中的潜在斜率谱
Least squares summarizes the joint distribution of a response and regressor through second-order information. When an observed regressor is composed of latent components carrying different relationships with the response, this summary can average over distinct linear effects. We study the additional linear information contained in higher-order mixed cumulants and formalize it through the latent slope spectrum. Ordinary least squares is a variance-weighted barycenter of this…
The conditional average treatment effect (CATE) is frequently estimated in clinical studies to refute a homogeneous treatment effect hypothesis. Under this regime, all patients making up the population experience identical benefit from a given treatment relative to a comparator. Uncovering heterogeneous treatment effects through inference about the CATE, however, requires that covariates truly modifying the treatment effect be reliably collected at baseline. CATE-based…