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Using a correlated probit model approximation to estimate the variance for binary matched pairs

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Abstract

A correlated probit model approximation for conditional probabilities (Mendell and Elston 1974) is used to estimate the variance for binary matched pairs data by maximum likelihood. Using asymptotic data, the bias of the estimates is shown to be small for a wide range of intra-class correlations and incidences. This approximation is also compared with other recently published, or implemented, improved approximations. For the small sample examples presented, it shows a substantial advantage over other approximations. The method is extended to allow covariates for each observation, and fitting by iteratively reweighted least squares.

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Waddington, D., Thompson, R. Using a correlated probit model approximation to estimate the variance for binary matched pairs. Statistics and Computing 14, 83–90 (2004). https://doi.org/10.1023/B:STCO.0000021406.25797.98

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  • DOI: https://doi.org/10.1023/B:STCO.0000021406.25797.98

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