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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), pp. 169-177. (doi:10.1023/A:1023212726863).

Record type: Article

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.

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More information

Published date: 2003
Keywords: conditional inference, exact confidence interval, exact test, goodness-of-fit test, logistic regression, markov chain monte carlo, metropolis-hastings algorithm, residual analysis
Organisations: Statistics

Identifiers

Local EPrints ID: 34319
URI: http://eprints.soton.ac.uk/id/eprint/34319
ISSN: 0960-3174
PURE UUID: ba36ee3c-035d-44d1-93a3-364cf1af1f47
ORCID for Peter W.F. Smith: ORCID iD orcid.org/0000-0003-4423-5410

Catalogue record

Date deposited: 16 May 2006
Last modified: 17 Jul 2017 15:50

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