Inferential Tools for Assessing Dependence Across Response Categories in Multinomial Models with Discrete Random Effects

Journal of Classification
Chiara Masci1, Francesca Ieva1, Anna Maria Paganoni1
1MOX - Modelling and Scientific Computing, Department of Mathematics, Politecnico di Milano, 20133, Milan, Italy

Tóm tắt

AbstractWe propose a discrete random effects multinomial regression model to deal with estimation and inference issues in the case of categorical and hierarchical data. Random effects are assumed to follow a discrete distribution with an a priori unknown number of support points. For a K-categories response, the modelling identifies a latent structure at the highest level of grouping, where groups are clustered into subpopulations. This model does not assume the independence across random effects relative to different response categories, and this provides an improvement from the multinomial semi-parametric multilevel model previously proposed in the literature. Since the category-specific random effects arise from the same subjects, the independence assumption is seldom verified in real data. To evaluate the improvements provided by the proposed model, we reproduce simulation and case studies of the literature, highlighting the strength of the method in properly modelling the real data structure and the advantages that taking into account the data dependence structure offers.

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Journal of Classification

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