Design effects for binary regression models fitted to dependent data
- 1 January 1993
- journal article
- research article
- Published by Wiley in Statistics in Medicine
- Vol. 12 (13) , 1259-1268
- https://doi.org/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.Keywords
This publication has 20 references indexed in Scilit:
- A Method for Generating High-Dimensional Multivariate Binary VariatesThe American Statistician, 1991
- Hypothesis testing of regression parameters in semiparametric generalized linear models for cluster correlated dataBiometrika, 1990
- Longitudinal predictors of reductions in unprotected anal intercourse among gay men in San Francisco: the AIDS Behavioral Research Project.American Journal of Public Health, 1990
- Longitudinal data analysis using generalized linear modelsBiometrika, 1986
- The Effect of Two-Stage Sampling on Ordinary Least Squares MethodsJournal of the American Statistical Association, 1982
- The Effect of Two-Stage Sampling on Ordinary Least Squares MethodsJournal of the American Statistical Association, 1982