Copula-based Logistic Regression Models for Bivariate Binary Responses

[摘要] The association between bivariate binary responses has been studied using Pearson’s correlation coefficient, odds ratio, and tetrachoric correlation coefficient. This paper introduces a copula to model the association. Numerical comparisons between the proposed method and the existing methods are presented. Results show that these methods are comparative. However, the copula method has a clearer interpretation and is easier to extend to bivariate responses with three or more ordinal categories. In addition, a goodness-of-fit test for the selection of a model is performed. Applications of the method on two real data sets are also presented.

[学科分类] 土木及结构工程学

[关键词] Clayton copula;Frank copula;Maximum likelihood estimation