individualised polychotomous logistic regression

A recent submission to Biometrika made me read the 1984 Biometrika paper of Begg and Gray on the individualisation of polychotomous regression, namely the idea that when considering this model with T categories, the regression parameters could be estimated by considering only the pairs (0,i), 0 being the baseline category (with no parameter), since the (true) probability to be in category i conditional on being in either category 0 or category i is logistic with the same coefficient as in the polychotomous model. While I see no issue with this remark (contrary to the submission author), it is of course producing (much quicker) a different estimate of the polychotomous parameter, when compared with the full likelihood approach. Not only because it does not exploit the entire information contained in the data but also because it operates with a pseudo-likelihood.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

This site uses Akismet to reduce spam. Learn how your comment data is processed.

%d bloggers like this: