Abstract
When repeated binary responses along with time dependent covariates are collected over a short period of time from the members of a large number of independent families, there exits a well developed binary dynamic mixed logit (BDML) model to analyze such familial longitudinal binary data. As far as the inferences are concerned, this BDML model has been fitted by using the generalized quasi-likelihood (GQL) and the well known maximum likelihood (ML) methods. There are however situations in practice where categorical/multinomial responses with more than two categories are repeatedly collected from all members of the family. However, the analysis for this type of familial longitudinal multinomial data is not adequately addressed in the literature. We offer two main contributions in this paper. First, for the analysis of familial longitudinal multinomial data, we propose a multinomial dynamic mixed logit (MDML) model as a generalization of the BDML model and derive the basic properties such as non-stationary mean, variance and correlations for the repeated multinomial responses. Next, to understand these basic properties, we develop step by step likelihood estimating equations for the parameters involved in these properties. The relative asymptotic efficiency performance of the ML and GQL approaches is examined through a simulation study based on repeated binary responses, for example, from a large number of independent families each consisting of two members, causing both familial and longitudinal correlations. Also, a real life example on repeated multinomial data analysis is considered as an illustration.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsReferences
Breslow, N., Clayton, D.G.: Approximate inference in generalized linear mixed models. J. Am. Stat. Assoc. 88, 9–25 (1993)
Chen, B., Yi, G.Y., Cook, R.: Likelihood analysis of joint marginal and conditional models for longitudinal categorical data. Can. J. Stat. 37, 182–205 (2009)
Conaway, M.R.: Analysis of repeated categorical measurements with conditional likelihood methods. J. Am. Stat. Assoc. 84, 53–62 (1989)
Crowder, M.: On the use of a working correlation matrix in using generalized linear models for repeated measures. Biometrika 82, 407–410 (1995)
Fienberg, S.E., Bromet, E.J., Follmann, D., Lambert, D., May, S.M.: Longitudinal analysis of categorical epidemiological data: a study of three mile island. Environ. Health Perspect. 63, 241–248 (1985)
Lipsitz, S.R., Kim, K., Zhao, L.: Analysis of repeated categorical data using generalized estimating equations. Stat. Med. 13, 1149–1163 (1994)
Sutradhar, B.C.: An overview on regression models for discrete longitudinal responses. Stat. Sci. 18, 377–393 (2003)
Sutradhar, B.C.: On exact quasilikelihood inference in generalized linear mixed models. Sankhya: Indian J. Stat. 66, 261–289 (2004)
Sutradhar, B.C.: Dynamic Mixed Models for Familial Longitudinal Data. Springer, New York (2011)
Sutradhar, B.C.: Longitudinal Categorical Data Analysis. Springer, New York (2014)
Sutradhar, B.C., Das, K.: On the efficiency of regression estimators in generalized linear models for longitudinal data. Biometrika 86, 459–465 (1999)
Sutradhar, B.C., Farrell, P.J.: On optimal lag 1 dependence estimation for dynamic binary models with application to asthma data. Sankhya B 69, 448–467 (2007)
Sutradhar, B.C., Rao, R.P., Pandit, V.N.: Generalized method of moments versus generalized quasi-likelihood inferences in binary panel data models. Sankhya B 70, 34–62 (2008)
Ten Have, T.R., Morabia, A.: Mixed effects models with bivariate and univariate association parameters for longitudinal bivariate binary response data. Biometrics 55, 85–93 (1999)
Williamson, J.M., Kim, K.M., Lipsitz, S.R.: Analyzing bivariate ordinal data using a global odds ratio. J. Am. Stat. Assoc. 90, 1432–1437 (1995)
Acknowledgements
The authors thank the audience of the symposium and a referee for their comments and suggestions.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Appendix
Appendix
1.1 Algebras for the Likelihood Estimating Equation (32) for β
To obtain the formula for \(\frac{\partial \pi _{(ij1)c}^{{\ast}}} {\partial \beta }\) in (31), we first compute the derivatives with respect to category based location regression parameters. Thus,
yielding
where ⊗ stands for the Kronecker product, and the formulas for δ (ij1)c and \(\pi _{(ij1)}^{{\ast}}\) vectors are as in (32). Similarly, to compute \(\frac{\partial \eta _{ijt\vert t-1}^{{\ast}(c)}(g)} {\partial \beta }\) for (31), we first obtain the local derivatives of the conditional probability function \(\eta _{ijt\vert t-1}^{{\ast}(c)}(g)\) given in (10) for t = 2, …, T, as
yielding the derivative with respect to the global parameter vector β as
where \(\eta _{ijt\vert t-1}^{{\ast}}(g)\) is the (C − 1) × 1 vector of transitional probabilities as in (32).
1.2 Algebras for the Likelihood Estimating Equation (39) for γ ≡ γ M
To compute the derivative in (37) through (38), it is convenient to find the derivative with respect to the local dynamic dependence parameter vector γ c for \(c = 1,\ldots,C - 1\). Thus, we write
for all g = 1, …, C, with
as in (32), leading to
for \(c = 1,\ldots,C - 1\).
1.3 Algebras for the Likelihood Estimating Equation (47) for σ τ
The derivative \(\frac{\partial \pi _{(ij1)c}^{{\ast}}} {\partial \sigma _{\tau }}\) in (46) follows from (9) and is given by
and similarly, the derivative \(\frac{\partial \eta _{ijt\vert t-1}^{{\ast}(c)}(g)} {\partial \sigma _{\tau }}\) in (46) follows from (10), and it has the formula given by
Rights and permissions
Copyright information
© 2016 Springer International Publishing Switzerland
About this paper
Cite this paper
Sutradhar, B.C., Viveros-Aguilera, R., Mallick, T.S. (2016). A Generalization of the Familial Longitudinal Binary Model to the Multinomial Setup. In: Sutradhar, B. (eds) Advances and Challenges in Parametric and Semi-parametric Analysis for Correlated Data. Lecture Notes in Statistics(), vol 218. Springer, Cham. https://doi.org/10.1007/978-3-319-31260-6_5
Download citation
DOI: https://doi.org/10.1007/978-3-319-31260-6_5
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-31258-3
Online ISBN: 978-3-319-31260-6
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)