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An Empirical Study of Statistical Properties of Variance Partition Coefficients for Multi-Level Logistic Regression Models 

Authors: Jialiang Li a;  Brian R. Gray b; Douglas M. Bates c
Affiliations:   a Department of Statistics & Applied Probability, National University of Singapore, Singapore
b Upper Midwest Environmental Sciences Center, U.S. Geological Survey, La Crosse, Wisconsin, USA
c Department of Statistics, University of Wisconsin, Madison, Wisconsin, USA
DOI: 10.1080/03610910802361366
Publication Frequency: 10 issues per year
Published in: journal Communications in Statistics - Simulation and Computation, Volume 37, Issue 10 November 2008 , pages 2010 - 2026
Formats available: HTML (English) : PDF (English)
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Abstract

Partitioning the variance of a response by design levels is challenging for binomial and other discrete outcomes. Goldstein (2003) proposed four definitions for variance partitioning coefficients (VPC) under a two-level logistic regression model. In this study, we explicitly derived formulae for multi-level logistic regression model and subsequently studied the distributional properties of the calculated VPCs. Using simulations and a vegetation dataset, we demonstrated associations between different VPC definitions, the importance of methods for estimating VPCs (by comparing VPC obtained using Laplace and penalized quasilikehood methods), and bivariate dependence between VPCs calculated at different levels. Such an empirical study lends an immediate support to wider applications of VPC in scientific data analysis.
Keywords: Empirical distribution; Laplacian approximation; Multi-level logistic models; Variance partition coefficients
Mathematics Subject Classification: 62J12; 62E17; 60J22
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