statsmodels.genmod.cov_struct.GlobalOddsRatio¶

class
statsmodels.genmod.cov_struct.
GlobalOddsRatio
(endog_type)[source]¶ Estimate the global odds ratio for a GEE with ordinal or nominal data.
References
PJ Heagerty and S Zeger. “Marginal Regression Models for Clustered Ordinal Measurements”. Journal of the American Statistical Association Vol. 91, Issue 435 (1996).
Thomas Lumley. Generalized Estimating Equations for Ordinal Data: A Note on Working Correlation Structures. Biometrics Vol. 52, No. 1 (Mar., 1996), pp. 354361 http://www.jstor.org/stable/2533173
Notes
The following data structures are calculated in the class:
‘ibd’ is a list whose i^th element ibd[i] is a sequence of integer pairs (a,b), where endog_li[i][a:b] is the subvector of binary indicators derived from the same ordinal value.
cpp is a dictionary where cpp[group] is a map from cutpoint pairs (c,c’) to the indices of all betweensubject pairs derived from the given cut points.
Methods
covariance_matrix
(expected_value, index)Returns the working covariance or correlation matrix for a given cluster of data. covariance_matrix_solve
(expval, index, …)Solves matrix equations of the form covmat * soln = rhs and returns the values of soln, where covmat is the covariance matrix represented by this class. get_eyy
(endog_expval, index)Returns a matrix V such that V[i,j] is the joint probability that endog[i] = 1 and endog[j] = 1, based on the marginal probabilities of endog and the global odds ratio current_or. initialize
(model)Called by GEE, used by implementations that need additional setup prior to running fit. observed_crude_oddsratio
()To obtain the crude (global) odds ratio, first pool all binary indicators corresponding to a given pair of cut points (c,c’), then calculate the odds ratio for this 2x2 table. pooled_odds_ratio
(tables)Returns the pooled odds ratio for a list of 2x2 tables. summary
()Returns a text summary of the current estimate of the dependence structure. update
(params)Updates the association parameter values based on the current regression coefficients.