Consider the cumulative logit model, logit[P(yi j)] = ????j + ????jxi. a. With continuous xi taking
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Consider the cumulative logit model, logit[P(yi ≤ j)] = ????j + ????jxi.
a. With continuous xi taking values over the real line, show that the model is improper, in that cumulative probabilities are misordered for a range of xi values.
b. When xi is a binary indicator, explain why the model is proper but requires constraints on (????j + ????j) (as well as the usual ordering constraint on {????j})
and is then equivalent to the saturated model.
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Related Book For
Foundations Of Linear And Generalized Linear Models
ISBN: 9781118730034
1st Edition
Authors: Alan Agresti
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