[R] Zelig and the "blogit" model

(Ted Harding) Ted.Harding at manchester.ac.uk
Thu Nov 1 12:11:06 CET 2007


Hi Folks,
According to the PDF file blogit.pdf in the Zelig
documentation:

  "Use the bivariate logistic regression model ["blogit"]
   if you have two binary dependent variables (Y1,Y2), and
   and wish to model them jointly as a function of some
   explanatory variables. Each pair of dependent variables
   (Yi1,Yi2) has four potential outcomes, (Yi1=1,Yi2=1),
   (Yi1=1,Yi2=0), (Yi1=0,Yi2=1), and (Yi1=0,Yi2=0). The
   joint probability for each of these four outcomes is
   modeled with three systematic components: the marginal
   Pr(Yi1=1) and Pr(Yi2=1), and the odds ratio psi, which
   describes the dependence of one marginal on the other.
   Each of these systematic components may be modeled as
   functions of (possibly different) sets of explanatory
   variables."

I want to do precisely that: Model two joint binary responses
Y1 and Y2, AND their odds ratio, in terms of explanatory
variables (categorical as it happens) A and B.

I cannot make out, from any of the documentation, how to
formulate this in Zelig. The Zelig documentation does not
state a comprehensive syntax, and there are no examples
shown in which this (fitting OR as well as marginals) is
illustrated.

I can readily imitate the examples given, and obtain a fit
to (Y1,Y2) but only with a constant psi over all combinations
of the explanatories.

On the other hand, if I try to guess at how to fit the OR
as well, I either get a non-specific error or I am told that
I can only supply two models and I have supplied three.

Can anyone help by stating the syntax for fitting the OR
as well as the marginals? Or might it be the case that,
despite the above citation, it in fact can not be done?

With thanks,
Best wishes,
Ted.

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Date: 01-Nov-07                                       Time: 12:11:03
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