Constructing Flexible, Identifiable and Interpretable Statistical Models for Binary Data

Binary regression models are ubiquitous in virtually every scientific field. Frequently, traditional generalised linear models fail to capture the variability in the probability surface that gives rise to the binary observations, and remedial methods are required. This has generated a substantial literature composed of binary regression models motivated by various applications. We describe an organisation of generalisations to traditional binary regression methods based on the familiar three‐part structure of generalised linear models (random component, systematic component and link function). This perspective facilitates both the comparison of existing approaches and the development of flexible models with interpretable parameters that capture application‐specific data‐generating mechanisms. We use our proposed organisational structure to discuss concerns with certain existing models for binary data based on quantile regression. We then use the framework to develop and compare several binary regression models tailored to occupancy data for European red squirrels (Sciurus vulgaris).