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Generalized bilinear models
Authors:Vartan Choulakian
Affiliation:(1) Department de mathematiques, Universite de Moncton, E1A 3E9 Moncton, New Brunswick, Canada
Abstract:Generalized bilinear models are presented for the statistical analysis of two-way arrays. These models combine bilinear models and generalized linear modeling, and yield a family of models that includes many existing models, as well as suggest other potentially useful ones. This approach both unifies and extends models for two-way arrays, including the ability to treat response and explanatory variables differently in the models, and the incorporation of external information about the variables directly into the analysis. A unifying framework for the generalized bilinear models is provided by considering four particular cases which have been proposed and used in the existing statistical literature. A three-step procedure is proposed to analyze data sets by generalized bilinear models. Two data sets of different nature are analyzed.
Keywords:exponential family  quasi-likelihood  Newton's method  Fisher scoring  logit  response variable  explanatory variable  external information
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