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34
Analysis of multivariate probit models
 BIOMETRIKA
, 1998
"... This paper provides a practical simulationbased Bayesian and nonBayesian analysis of correlated binary data using the multivariate probit model. The posterior distribution is simulated by Markov chain Monte Carlo methods and maximum likelihood estimates are obtained by a Monte Carlo version of the ..."
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Cited by 124 (8 self)
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This paper provides a practical simulationbased Bayesian and nonBayesian analysis of correlated binary data using the multivariate probit model. The posterior distribution is simulated by Markov chain Monte Carlo methods and maximum likelihood estimates are obtained by a Monte Carlo version of the EM algorithm. A practical approach for the computation of Bayes factors from the simulation output is also developed. The methods are applied to a dataset with a bivariate binary response, to a fouryear longitudinal dataset from the Six Cities study of the health effects of air pollution and to a sevenvariate binary response dataset on the labour supply of married women from the Panel Survey of Income Dynamics.
Binary models for marginal independence
 JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B
, 2005
"... A number of authors have considered multivariate Gaussian models for marginal independence. In this paper we develop models for binary data with the same independence structure. The models can be parameterized based on Möbius inversion and maximum likelihood estimation can be performed using a versi ..."
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Cited by 16 (2 self)
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A number of authors have considered multivariate Gaussian models for marginal independence. In this paper we develop models for binary data with the same independence structure. The models can be parameterized based on Möbius inversion and maximum likelihood estimation can be performed using a version of the Iterated Conditional Fitting algorithm. The approach is illustrated on a simple example. Relations to multivariate logistic and dependence ratio models are discussed.
Bayesian Multivariate Logistic Regression
 Biometrics
, 2004
"... This article proposes a new multivariate logistic density, derived by transforming variables that follow a multivariate t distribution. The resulting logistic density is closely approximated by a multivariate t distribution, has an unrestricted correlation structure, and has properties that facilita ..."
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Cited by 11 (2 self)
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This article proposes a new multivariate logistic density, derived by transforming variables that follow a multivariate t distribution. The resulting logistic density is closely approximated by a multivariate t distribution, has an unrestricted correlation structure, and has properties that facilitate efficient computation
Composite Multiclass Losses
"... We consider loss functions for multiclass prediction problems. We show when a multiclass loss can be expressed as a “proper composite loss”, which is the composition of a proper loss and a link function. We extend existing results for binary losses to multiclass losses. We determine the stationarity ..."
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Cited by 9 (5 self)
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We consider loss functions for multiclass prediction problems. We show when a multiclass loss can be expressed as a “proper composite loss”, which is the composition of a proper loss and a link function. We extend existing results for binary losses to multiclass losses. We determine the stationarity condition, Bregman representation, ordersensitivity, existence and uniqueness of the composite representation for multiclass losses. We subsume existing results on “classification calibration ” by relating it to properness and show that the simple integral representation for binary proper losses can not be extended to multiclass losses. 1
Alvarez Safety Aspects of Freeway weaving Sections 21
 Psychometrika
, 1979
"... The contents of this report reflect the views of the authors who are responsible for the facts and the accuracy of the data presented herein. The contents do not necessarily reflect the official views or policies of the State of California. This report does not constitute a standard, specification, ..."
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Cited by 5 (0 self)
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The contents of this report reflect the views of the authors who are responsible for the facts and the accuracy of the data presented herein. The contents do not necessarily reflect the official views or policies of the State of California. This report does not constitute a standard, specification, or regulation. ISSN 10551417
Sequences of regressions and their independences
, 2012
"... Ordered sequences of univariate or multivariate regressions provide statistical modelsfor analysingdata fromrandomized, possiblysequential interventions, from cohort or multiwave panel studies, but also from crosssectional or retrospective studies. Conditional independences are captured by what we ..."
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Cited by 4 (1 self)
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Ordered sequences of univariate or multivariate regressions provide statistical modelsfor analysingdata fromrandomized, possiblysequential interventions, from cohort or multiwave panel studies, but also from crosssectional or retrospective studies. Conditional independences are captured by what we name regression graphs, provided the generated distribution shares some properties with a joint Gaussian distribution. Regression graphs extend purely directed, acyclic graphs by two types of undirected graph, one type for components of joint responses and the other for components of the context vector variable. We review the special features and the history of regression graphs, prove criteria for Markov equivalence anddiscussthenotion of simpler statistical covering models. Knowledgeof Markov equivalence provides alternative interpretations of a given sequence of regressions, is essential for machine learning strategies and permits to use the simple graphical criteria of regression graphs on graphs for which the corresponding criteria are in general more complex. Under the known conditions that a Markov equivalent directed acyclic graph exists for any given regression graph, we give a polynomial time algorithm to find one such graph.
A Note on Multivariate Logistic Models for Contingency Tables
 Austral. J. Statist
, 1997
"... Loglinear models are a widely accepted tool for modeling discrete data given in a contingency table. Although their parameters reflect the interaction structure in the joint distribution of all variables, they do not give information about structures appearing in the margins of the table. This is i ..."
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Cited by 4 (0 self)
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Loglinear models are a widely accepted tool for modeling discrete data given in a contingency table. Although their parameters reflect the interaction structure in the joint distribution of all variables, they do not give information about structures appearing in the margins of the table. This is in contrast to multivariate logistic parameters recently introduced by Glonek & McCullagh (1995). They have as parameters the highest order log odds ratios derived from the joint table and from each marginal table. The link between the cell probabilities and the multivariate logistic parameters is given in Glonek & McCullagh in an algebraic fashion. In this paper we focus on this link, showing that it is derived by general parameter transformations in exponential families. In particular, the connection between the natural, the expectation and the mixed parameterization in exponential families (BarndorffNielsen, 1978) is used. This also yields the derivatives of the likelihood equation and shows properties of the Fisher matrix. Further emphasis is paid to the analysis of independence hypotheses in margins of a contingency table.
W.P.: Parameterizations and fitting of bidirected graph models to categorical data
 Scand. J. Stat
, 2009
"... ..."
Triangular systems for symmetric binary variables
 Electr. J. Statist
, 2009
"... Abstract We introduce and study distributions of sets of binary variables that are symmetric, that is each has equally probable levels. The joint distribution of these special types of binary variables, if generated by a recursive process of linear main effects is essentially parametrized in terms ..."
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Cited by 4 (4 self)
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Abstract We introduce and study distributions of sets of binary variables that are symmetric, that is each has equally probable levels. The joint distribution of these special types of binary variables, if generated by a recursive process of linear main effects is essentially parametrized in terms of marginal correlations. This contrasts with the loglinear formulation of joint probabilities in which parameters measure conditional associations given all remaining variables. The new formulation permits useful comparisons of different types of graphical Markov models and leads to a close approximation of Gaussian orthant probabilities.