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A non-linear conditional probability model for generating correlated binary data

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  • Farrell, Patrick J.
  • Sutradhar, Brajendra C.

Abstract

We propose a dynamic logistic model for correlated non-stationary longitudinal binary responses collected from many independent individuals. We compute the correlations of the responses under the model and demonstrate that, unlike existing models, full ranges for the correlations are permitted.

Suggested Citation

  • Farrell, Patrick J. & Sutradhar, Brajendra C., 2006. "A non-linear conditional probability model for generating correlated binary data," Statistics & Probability Letters, Elsevier, vol. 76(4), pages 353-361, February.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:4:p:353-361
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    References listed on IDEAS

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    1. Bahjat F. Qaqish, 2003. "A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations," Biometrika, Biometrika Trust, vol. 90(2), pages 455-463, June.
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    Cited by:

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    2. Modarres, Reza, 2011. "High-dimensional generation of Bernoulli random vectors," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1136-1142, August.

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