Gianfranco Lovison

The “Three Plus One” Likelihood-Based Test Statistics: Unified Geometrical and Graphical Interpretations

The presentations of the well-known likelihood ratio, Wald and score test statistics in textbooks appear to lack a unified graphical and geometrical interpretation. We present two simple graphical representations on a common scale for these three test statistics, and also the recently proposed gradient test statistic. These unified graphical displays may favor better understanding of the geometrical meaning of the likelihood-based statistics and provide useful insights into their connections.

Subject-specific odds ratios in binomial GLMMs with continuous response

In a regression context, the dichotomization of a continuous outcome variable is often motivated by the need to express results in terms of the odds ratio, as a measure of association between the response and one or more risk factors. Starting from the recent work of Moser and Coombs (Stat Med 23:1843–1860, 2004) in this article we explore in a mixed model framework the possibility of obtaining odds ratio estimates from a regression linear model without the need of dichotomizing the response variable. It is shown that the odds ratio estimators derived from a linear mixed model outperform those from a binomial generalized linear mixed model, especially when the data exhibit high levels of heterogeneity.

A note on adjusted responses, fitted values and residuals in Generalized Linear Models

Adjusted responses, adjusted fitted values and adjusted residuals are known to play in Generalized Linear Models the role played in Linear Models by observations, fitted values and ordinary residuals. We think this parallelism, which was widely recognized and used in the early literature on Generalized Linear Models, has been somewhat overlooked in more recent presentations. We revise this parallelism, systematizing and proving some results that are either scattered or not satisfactorily spelled out in the literature. In particular, we formally derive the asymptotic dispersion matrix of the (scaled) adjusted residuals, by proving that in Generalized Linear Models the fitted values are asymptotically uncorrelated with the raw residuals and hence deriving the asymptotic dispersion matrix of these latter residuals. Also, we show that an orthogonal decomposition of the error vector between adjusted response and true linear predictor, parallel to the familiar decomposition in Linear Models, holds approximately. Finally, we provide some new perspective, both in Linear and Generalized Linear Models, on adjusted residuals for model comparison, and their relationships with test-statistics used to compare the fit of nested models.

Second-order Interaction in a Trivariate Generalized Gamma Distribution

The concept of second- (and higher-) order interaction is widely used in categorical data analysis, where it proves useful for explaining the interdependence among three (or more) variables. Its use seems to be less common for continuous multivariate distributions, most likely owing to the predominant role of the Multivariate Normal distribution, for which any interaction involving more than two variables is necessarily zero. In this paper we explore the usefulness of a second-order interaction measure for studying the interdependence among three continuous random variables, by applying it to a trivariate Generalized Gamma distribution proposed by Bologna(2000).