Journal article
Maximum likelihood methods for a generalized class of log-linear models
The Annals of statistics, Vol.24(2), pp.726-752
04/01/1996
DOI: 10.1214/aos/1032894462
Abstract
We discuss maximum likelihood methods for fitting a broad class of multivariate categorical response data models. In particular, we derive the large-sample distributions for maximum likelihood estimators of parameters of product-multinomial generalized log-linear models. The large-sample behavior of other relevant likelihood-based statistics such as goodness-of-fit statistics and adjusted residuals is also described. The asymptotic results are derived within the framework of the constraint specification, rather than the more common freedom specification, of the model. We also outline an improved fitting algorithm for computing parameter maximum likelihood estimates and other relevant statistics. The broad class of multivariate categorical response data models, which are referred to as generalized log-linear models, can imply structure on several response configuration distributions (e.g., joint and marginal distributions). These models, which include as special cases log-linear, logit and cumulative-logit models, enjoy a wide breadth of application including longitudinal, rater-agreement and crossover data analyses.
Details
- Title: Subtitle
- Maximum likelihood methods for a generalized class of log-linear models
- Creators
- Joseph B. Lang
- Resource Type
- Journal article
- Publication Details
- The Annals of statistics, Vol.24(2), pp.726-752
- DOI
- 10.1214/aos/1032894462
- ISSN
- 0090-5364
- eISSN
- 2168-8966
- Language
- English
- Date published
- 04/01/1996
- Academic Unit
- Biostatistics; Statistics and Actuarial Science
- Record Identifier
- 9984257616302771
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