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拟合相依数据的二元回归模型的设计效应

Design effects for binary regression models fitted to dependent data.

作者信息

Neuhaus J M, Segal M R

机构信息

Division of Biostatistics, University of California, San Francisco 94143-0560.

出版信息

Stat Med. 1993 Jul 15;12(13):1259-68. doi: 10.1002/sim.4780121307.

Abstract

Dependent data, such as arise with cluster sampling, typically yield variances of parameter estimates which are larger than would be provided by a simple random sample of the same size. This variance inflation factor is called the design effect of the estimator. Design effects have been derived for cluster sampling designs using simple estimators such as means and proportions, and also for linear regression coefficient estimators. In this paper, we show that a method to derive design effects for linear regression estimators extends to generalized linear models for binary responses. In particular, some simple expressions for design effects in the linear regression model provide accurate approximations for binary regression models such as those based on the logistic, probit and complementary log-log links. We corroborate our findings with two examples and some simulation studies.

摘要

相关数据,如整群抽样中出现的数据,通常会产生参数估计的方差,该方差大于相同规模的简单随机样本所提供的方差。这个方差膨胀因子被称为估计量的设计效应。对于使用均值和比例等简单估计量的整群抽样设计,以及线性回归系数估计量,都已经推导出了设计效应。在本文中,我们表明一种推导线性回归估计量设计效应的方法可以扩展到二元响应的广义线性模型。特别是,线性回归模型中设计效应的一些简单表达式为二元回归模型(如基于逻辑斯蒂、概率单位和互补对数-对数链接的模型)提供了准确的近似值。我们通过两个例子和一些模拟研究证实了我们的发现。

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