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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, ...

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Publication status:
Published

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Publisher copy:
10.1016/j.csda.2013.02.001

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Institution:
University of Oxford
Department:
Oxford, MPLS, Statistics
Forcina, A More by this author
Journal:
Computational statistics and data analysis
Volume:
66
Pages:
1-7
Publication date:
2013-10-05
DOI:
ISSN:
0167-9473
URN:
uuid:817ee305-5c8a-4233-a011-e0fb4ce8f480
Source identifiers:
453447
Local pid:
pubs:453447

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