Generalizing Logistic Regression by Nonparametric Mixing
作者:
DeanA. Follmann,
Diane Lambert,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1989)
卷期:
Volume 84,
issue 405
页码: 295-300
ISSN:0162-1459
年代: 1989
DOI:10.1080/01621459.1989.10478769
出版商: Taylor & Francis Group
关键词: Extrabinomial variability;Link;Logit mixture;Overdispersion
数据来源: Taylor
摘要:
Logistic regression is a common technique for analyzing the effect of a covariate vector x on the number of successesyinmtrials whenyhas a binomial distribution. But at times either the logistic curve does not describe the probability of successp(x) adequately, ormis larger than 1 andyis more variable than the binomial distribution allows. Overdispersion relative to the binomial distribution is possible if themtrials in a set or “litter” are positively correlated, an important covariate is omitted, orxis measured with error. A simple way to accommodate departures from the logit link and overdispersion is to introduce a random intercept α and thus permit a random propensity toward success. When α varies between individual binary trials according to a discrete or multimodal distribution,p(x) has smooth steps andyhas a binomial(m, p(x)) distribution. When the random α is constant for a set ofmbinary trials and varies between sets ofmtrials according to a discrete or multimodal distribution,p(x) has smooth steps andyis overdispersed relative to the binomial distribution. In this article the distribution of α is left unspecified and estimated by nonparametric maximum likelihood. The estimated distribution of α is discrete, so the distribution ofyand all of its properties are easily estimated for anyx. Two examples are considered. In the first, the logit link is inadequate, butyappears to be binomial. Hence α is allowed to vary between binary trials. In the second,y's (withm> 1) from the same design point are more dispersed than the binomial distribution would predict, and there are outliers. Allowing α to vary randomly between sets ofmtrials accounts for the overdispersion and seems to temper the influence of outliers on the estimated probability of success.
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