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Model fitting for categorical data and handling over-dispersion

Research Project

Project/Area Number 10680319
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionOita University

Principal Investigator

OCHI Yoshimichi  Oita University, Faculty of Engineering, Associate Professor, 工学部, 助教授 (60185618)

Co-Investigator(Kenkyū-buntansha) OBATA Tsumeshi  Oita University, Faculty of Engineering, Research Associate, 工学部, 助手 (00244153)
Project Period (FY) 1998 – 1999
Project Status Completed (Fiscal Year 1999)
Budget Amount *help
¥1,900,000 (Direct Cost: ¥1,900,000)
Fiscal Year 1999: ¥500,000 (Direct Cost: ¥500,000)
Fiscal Year 1998: ¥1,400,000 (Direct Cost: ¥1,400,000)
KeywordsCategorical Data / Over-dispersion / Dirichlet-Multinomial distribution / Quasi Likelihood / Jackknife method / ディリクレー多項分布
Research Abstract

In this study, methods for data that have categorical responses are investigated. Especially, analytical methods to deal with over-dispersion are developed and investigated in order to evaluate covariate effects for such data sets.
To incorporate the over-dispersion that cannot be explained by models based on multinomial distribution, we considered Dirichlet-multinomial distribution. Methods which model the relations of indices of association with/without ordered information, such as multinomial logits, cumulative logits, continuation ratio logits, adjacent category logits, complimentary log-log and stereo type model, and linear predictors constructed from the covariates are considered. Fundamental approaches for the work are the maximum likelihood methods based on the distributional extension of the multinomial distribution, such as Dirichlet-multinomial distribution and its extension, generalized estimation equations for the mean-variance structure of the distribution, and computer intensive methods such as the Jackknife method.
We developed analysis systems for such data and analyzed several actual published data. With these analyses, effects of the over-dispersion and modeling of the order information, as wen as differences based on the approach were made clear. The limitations for the Dirichlet-multinomial distribution, especially to handle under-dispersion, were also detected.
In order to study performance of the developed methods, some simulation studies were conducted as well. With these simulation studies, we concluded that the methods were in good agreement in terms of biases and variance estimates of the mean structure parameters in the case where the baseline distributions of the data were Dirichlet-multinomial, and that the method based on Jackknife had comparable abilities to incorporate the effects of over-dispersion.

Report

(3 results)
  • 1999 Annual Research Report   Final Research Report Summary
  • 1998 Annual Research Report
  • Research Products

    (3 results)

All Other

All Publications (3 results)

  • [Publications] 越智義道: "超多項変動を持つデータの解析"統計数理. 46-1. 205-225 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Yoshimichi Ochi: "Analysis of Categorical Data with Extra-Multinomial Variation"Proceedings of Institute of Statistical Mathematics. 46-1. 205-225 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] 越智 義道: "超多項変動を持つデータの解析" 統計数理. 46・1. 205-225 (1998)

    • Related Report
      1998 Annual Research Report

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Published: 1998-04-01   Modified: 2016-04-21  

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