A Conway-Maxwell-multinomial distribution for flexible modeling of clustered categorical data

DOI10.1016/J.JMVA.2020.104651zbMATH Open1453.60034arXiv1911.02131OpenAlexW3034218051MaRDI QIDQ2196136FDOQ2196136

Kimberly Flagg Sellers, Andrew M. Raim, Darcy Steeg Morris

Publication date: 28 August 2020

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Abstract: Categorical data are often observed as counts resulting from a fixed number of trials in which each trial consists of making one selection from a prespecified set of categories. The multinomial distribution serves as a standard model for such clustered data but assumes that trials are independent and identically distributed. Extensions such as Dirichlet-multinomial and random-clumped multinomial can express positive association, where trials are more likely to result in a common category due to membership in a common cluster. This work considers a Conway-Maxwell-multinomial (CMM) distribution for modeling clustered categorical data exhibiting positively or negatively associated trials. The CMM distribution features a dispersion parameter which allows it to adapt to a range of association levels and includes several recognizable distributions as special cases. We explore properties of CMM, illustrate its flexible characteristics, identify a method to efficiently compute maximum likelihood (ML) estimates, present simulations of small sample properties under ML estimation, and demonstrate the model via several data analysis examples.

Full work available at URL: https://arxiv.org/abs/1911.02131

zbMATH Keywords

dispersionmultinomial regressionConway-Maxwell-Poisson distributionexponential familymultivariate discrete distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Point estimation (62F10) General nonlinear regression (62J02) Estimation in multivariate analysis (62H12)

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Cited In (1)

• Dealing with overdispersion in multivariate count data

Uses Software

• R
• SAS
• COMPoissonReg
• MM

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