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.
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.
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)Update the global odds ratio based on the current value of params.
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 cut-point pairs (c,c’) to the indices of all between-subject pairs derived from the given cut points.
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. 354-361 http://www.jstor.org/stable/2533173
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.
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)Update the global odds ratio based on the current value of params.