Multivariate logistic models

The multivariate logistic transform is a reparameterisation of cell probabilities in terms of marginal logistic contrasts. It is known that an arbitrary set of logistic contrasts may not correspond to a valid joint distribution. In this paper we present an efficient algorithm for detecting whether or not the inverse transform exists, and for computing it if it does. Copyright 2006, Oxford University Press.

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Year of publication:	2006
Authors:	Qaqish, Bahjat F. ; Ivanova, Anastasia
Published in:	Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 93.2006, 4, p. 1011-1017
Publisher:	Biometrika Trust

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005743390