A Note on the Simulation of Overdispersed Random Variables With Specified Marginal Means and Product Correlations

被引：6

作者：

Guerra, Matthew W. ^{[1
]}

Shults, Justine ^{[2
]}

机构：

[1] US FDA, CDER, OB, Div Biometr 3, Silver Spring, MD 20993 USA

[2] Univ Penn, Dept Biostat, Philadelphia, PA 19034 USA

来源：

AMERICAN STATISTICIAN | 2014年 / 68卷 / 02期

关键词：

Antedependence models; Correlated discrete data; Generalized estimating equations; Longitudinal data; Markovian dependence of order one; Overdispersion; Product correlations; Simulation; PROPORTIONAL FITTING ALGORITHM; BINARY LONGITUDINAL DATA; QUASI-LEAST SQUARES; DISTRIBUTIONS; LIKELIHOOD; MODELS;

D O I：

10.1080/00031305.2014.887592

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We propose a straightforward approach for simulation of discrete random variables with overdispersion, specified marginal means, and product correlations. The method stems from results we prove for variables with first-order antedependence and linearity of the conditional expectations and is therefore appropriate to simulate variables with these properties. Supplementary materials for this article are available online

引用

页码：104 / 107

页数：4