Journal article icon

Journal article

Two algorithms for fitting constrained marginal models.

Abstract:

The two main algorithms that have been considered for fitting constrained marginal models to discrete data, one based on Lagrange multipliers and the other on a regression model, are studied in detail. It is shown that the updates produced by the two methods are identical, but that the Lagrangian method is more efficient in the case of identically distributed observations. A generalization is given of the regression algorithm for modelling the effect of exogenous individual-level covariates, ...

Expand abstract
Publication status:
Published

Actions


Access Document


Publisher copy:
10.1016/j.csda.2013.02.001

Authors


More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Role:
Author
Journal:
Computational statistics and data analysis
Volume:
66
Pages:
1-7
Publication date:
2013-10-01
DOI:
ISSN:
0167-9473
Source identifiers:
453447
Language:
English
Keywords:
Pubs id:
pubs:453447
UUID:
uuid:817ee305-5c8a-4233-a011-e0fb4ce8f480
Local pid:
pubs:453447
Deposit date:
2014-10-15

Terms of use


Views and Downloads






If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP