[R-sig-ME] bivariate logistic/probit with hierarchical structure

David Duffy davidD at qimr.edu.au
Wed May 11 08:10:04 CEST 2011

On Fri, 6 May 2011, Arthur Charpentier wrote:

> I would like to fit a bivariate probit model, i.e. I observe Y=(Y1,Y2),
> I have some covariates X1,...Xk, and I assume that there is a hierarchical
> structure (and random effects), i.e. Y_i is actually a Y_{i,j} where j is a
> subgroup index.
> So this yield two correlations levels,
> - within subgroup correlation between Y1_i's (if they belong to the same
> subgroup)

Since you are doing "only" a bivariate, you might consider rewriting it as 
a univariate problem with appropriate random effects (that is Y1 and Y2 
are in a lower level with variable specific random intercepts etc).  This 
has been described previously sometime on this list.

Just 2c, David Duffy.

| David Duffy (MBBS PhD)                                         ,-_|\
| email: davidD at qimr.edu.au  ph: INT+61+7+3362-0217 fax: -0101  /     *
| Epidemiology Unit, Queensland Institute of Medical Research   \_,-._/
| 300 Herston Rd, Brisbane, Queensland 4029, Australia  GPG 4D0B994A v

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