Markov chain Monte Carlo exact inference for binomial and multinomial logistic regression models
Forster, Jonathan J., McDonald, John W. and Smith, Peter W.F. (2003) Markov chain Monte Carlo exact inference for binomial and multinomial logistic regression models. Statistics and Computing, 13, (2), 169-177. (doi:10.1023/A:1023212726863).
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Description/Abstract
We develop Metropolis-Hastings algorithms for exact conditional inference, including goodness-of-fit tests, confidence intervals and residual analysis, for binomial and multinomial logistic regression models. We present examples where the exact results, obtained by enumeration, are available for comparison. We also present examples where Monte Carlo methods provide the only feasible approach for exact inference.
| Item Type: | Article |
|---|---|
| ISSNs: | 0960-3174 (print) |
| Related URLs: | |
| Keywords: | conditional inference, exact confidence interval, exact test, goodness-of-fit test, logistic regression, markov chain monte carlo, metropolis-hastings algorithm, residual analysis |
| Subjects: | Q Science > QA Mathematics H Social Sciences > HA Statistics |
| Divisions: | University Structure - Pre August 2011 > Southampton Statistical Sciences Research Institute University Structure - Pre August 2011 > School of Mathematics > Statistics University Structure - Pre August 2011 > School of Social Sciences > Social Statistics |
| Item ID: | 34319 |
| Date Deposited: | 16 May 2006 |
| Last Modified: | 01 Jun 2011 06:39 |
| Contributors: | Forster, Jonathan J. (Author) McDonald, John W. (Author) Smith, Peter W.F. (Author) |
| Date: | 2003 |
| Status: | Published |
| Contact Email Address: | J.W.McDonald@southampton.ac.uk |
| URI: | http://eprints.soton.ac.uk/id/eprint/34319 |
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