| Literature DB >> 21039391 |
Abstract
We introduce an approximation to the Gaussian copula likelihood of Song, Li, and Yuan (2009, Biometrics 65, 60-68) used to estimate regression parameters from correlated discrete or mixed bivariate or trivariate outcomes. Our approximation allows estimation of parameters from response vectors of length much larger than three, and is asymptotically equivalent to the Gaussian copula likelihood. We estimate regression parameters from the toenail infection data of De Backer et al. (1996, British Journal of Dermatology 134, 16-17), which consist of binary response vectors of length seven or less from 294 subjects. Although maximizing the Gaussian copula likelihood yields estimators that are asymptotically more efficient than generalized estimating equation (GEE) estimators, our simulation study illustrates that for finite samples, GEE estimators can actually be as much as 20% more efficient.Mesh:
Year: 2010 PMID: 21039391 DOI: 10.1111/j.1541-0420.2010.01494.x
Source DB: PubMed Journal: Biometrics ISSN: 0006-341X Impact factor: 2.571