Joint Regression Analysis of Correlated Data Using Gaussian Copulas

来源 :中国数量经济学会 | 被引量 : 0次 | 上传用户:fuuxia
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  We present a new joint modeling approach for correlated data analysis.Utilizing Gaussian copulas,we develop a unified and flexible machinery to integrate separate one-dimensional generalized linear models (GLMs) into a joint regression analysis of continuous,discrete and mixed correlated outcomes.This essentially leads to a multivariate analogue of the univariate GLM theory and hence an efficiency gain in the estimation of regression coefficients.
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