loglinb3: Loglinear Model for Three Binary Responses
Description
Fits a loglinear model to three binary responses.
Usage
loglinb3(exchangeable = FALSE, zero = NULL)
Arguments
exchangeable
Logical.
If TRUE, the three marginal probabilities are constrained to
be equal.
zero
Which linear/additive predictor is modelled as an
intercept only? A NULL means none.
Value
An object of class "vglmff" (see vglmff-class).
The object is used by modelling functions such as vglm,
rrvglm and vgam.
When fitted, the fitted.values slot of the object contains the
eight joint probabilities, labelled as $(Y_1,Y_2,Y_3)$
= (0,0,0), (0,0,1), (0,1,0), (0,1,1), (1,0,0), (1,0,1), (1,1,0),
(1,1,1), respectively.
Details
The model is $P(Y_1=y_1,Y_2=y_2,Y_3=y_3) =$
$$\exp(u_0+u_1 y_1+u_2 y_2+u_3 y_3+u_{12} y_1 y_2+u_{12} y_1 y_2+
u_{13} y_1 y_3+u_{23} y_2 y_3)$$
where $y_1$, $y_2$ and $y_3$ are 0 or 1,
and the parameters are $u_1$, $u_2$, $u_3$,
$u_{12}$, $u_{13}$, $u_{23}$. The
normalizing parameter $u_0$ can be expressed as a function of
the other parameters. Note that a third-order association parameter,
$u_{123}$ for the produce $y_1 y_2 y_3$,
is assumed to be zero for this family function.
References
Yee, T. W. and Wild, C. J. (2001).
Discussion to: ``Smoothing spline ANOVA for multivariate Bernoulli
observations, with application to ophthalmology data (with discussion)''
by Gao, F., Wahba, G., Klein, R., Klein, B.
Journal of the American Statistical Association,
96, 127--160.
McCullagh, P. and Nelder, J. A. (1989)
Generalized Linear Models, 2nd ed. London: Chapman & Hall.
Documentation accompanying the VGAM package at
http://www.stat.auckland.ac.nz/~yee
contains further information and examples.