A covariance matrix that accounts for different degrees of extraneous variation in multinomial responses
作者:
Jorge G. Morel,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1999)
卷期:
Volume 28,
issue 2
页码: 403-413
ISSN:0361-0918
年代: 1999
DOI:10.1080/03610919908813556
出版商: Marcel Dekker, Inc.
关键词: Cholesky decomposition;extra variation;generalized estimating equations;orthogonal decomposition;residual regression
数据来源: Taylor
摘要:
A covariance matrix structure that generalizes the single scale covariance matrix usually used in multinomial responses with extraneous variation is presented. The proposed covariance matrix allows for various levels of extraneous variation, and might be useful in modeling either extra variation or under dispersion. An explicit representation of the proposed covariance matrix, as well as a meaningful interpretation in terms of regression ideas, are provided. An example is presented for illustration
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