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A Class of Logistic Regression Models for Multivariate Binary Time Series.
- Source :
-
Journal of the American Statistical Association . Jun89, Vol. 84 Issue 406, p447. 5p. - Publication Year :
- 1989
-
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]
Details
- Language :
- English
- ISSN :
- 01621459
- Volume :
- 84
- Issue :
- 406
- Database :
- Academic Search Index
- Journal :
- Journal of the American Statistical Association
- Publication Type :
- Academic Journal
- Accession number :
- 4622259
- Full Text :
- https://doi.org/10.1080/01621459.1989.10478789