1. A Class of Logistic Regression Models for Multivariate Binary Time Series.
- Author
-
Hang, Kung-Vee and Zeger, Scott L.
- Subjects
- *
REGRESSION analysis , *TIME series analysis , *LOG-linear models , *LOGISTIC regression analysis , *MATHEMATICAL statistics , *ASYMPTOTIC expansions , *MARKOV processes - Abstract
A logistic model for multivariate binary time series is proposed. First, we establish the equivalence between a log-linear model for the marginal distribution of a multivariate binary random vector and logistic models for the conditional distributions of each component given the others. The logistic formulation is used to describe a Markov chain for each series, which implies a Markov model for the vector of time series. A pseudolikelihood estimation procedure is presented. The methods are illustrated with data on psychosomatic and psychological diagnoses for families in a health-maintenance plan. [ABSTRACT FROM AUTHOR]
- Published
- 1989
- Full Text
- View/download PDF