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Multivariate logistic models. (English) Zbl 0827.62059

Summary: When data composed of several categorical responses together with categorical or continuous predictors are observed, the multivariate logistic transform introduced by P. McCullagh and J. A. Nelder [Generalized linear models. 2nd ed. (1989; Zbl 0744.62098)] can be used to define a class of regression models that is, in many applications, particularly suitable for relating the joint distribution of the responses to predictors.
We give a general definition of this class of models and study their properties. A computational scheme for performing maximum likelihood estimation for data sets of moderate size is described and a system of model formulae that succinctly define particular models is introduced. Applications of these models to longitudinal problems are illustrated by numerical examples.

MSC:

62J12 Generalized linear models (logistic models)

Citations:

Zbl 0744.62098
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