Open Access
August 2013 Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas
Christian Genest, Aristidis K. Nikoloulopoulos, Louis-Paul Rivest, Mathieu Fortin
Braz. J. Probab. Stat. 27(3): 265-284 (August 2013). DOI: 10.1214/11-BJPS165


The authors consider copula models for vectors of binary response variables having marginal distributions that depend on covariates through logistic regressions. They show how to test for residual pairwise dependence between responses, given the explanatory variables. The procedure they propose is based on the score statistic derived from the assumed copula structure under the alternative. The authors further argue that conditional dependence can be conveniently modelled with meta-elliptical copulas, which offer a wide range of positive and negative degrees of association. They call on a composite likelihood to estimate the copula parameters and they provide standard error estimates of the same via linearization. They illustrate their results with Canadian data on the presence or absence of various log grades in trees.


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Christian Genest. Aristidis K. Nikoloulopoulos. Louis-Paul Rivest. Mathieu Fortin. "Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas." Braz. J. Probab. Stat. 27 (3) 265 - 284, August 2013.


Published: August 2013
First available in Project Euclid: 28 May 2013

zbMATH: 1298.62080
MathSciNet: MR3064724
Digital Object Identifier: 10.1214/11-BJPS165

Keywords: Composite likelihood , dependent binary data , Mantel–Haenszel statistic , meta-elliptical copula , rectangle probability , score statistic , test of independence

Rights: Copyright © 2013 Brazilian Statistical Association

Vol.27 • No. 3 • August 2013
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