(c)

Likelihood Equations

To keep matters simple, we consider only the bivariate binary case in

which

has components

response probabilities,

( a , b , ab ) . Since there are 4

,

11

12

and

21

22

, it is

sometimes convenient to complete the transformation by defining

0 = log (

)=

log (

as the leading component of

11

12

21

, Thus,

0 0
x
= a = a a .
b xb b .

ab ab ab
Let

= [

11

0

11

a
11

=
b

11
ab

11
1
1
= 11
1
1
11

12

21

22

]t

. Then,

0
12
a
12
b
12
ab
12

0
21
a
21
b
21
ab
21

0
22
a
22
b
22
ab
22

1
1
1
2
1
12

1
2
1
1
1
21

1
2
1
2
1
22

22

since

[log

ij

11

a
[log
=
1j
a
=
2 j

+ 12 +
ij

11

1
+

12

log

22

)]

= 1
22
2

)] =

1
1

1 j

1
2

[log

i1

b
=
i2

21

21

log

)] =

1
1

i1

1
2

and

[log ( 11 ) log ( 12 ) log ( 21 ) + log ( 22 )]

ab
=
ii
ii
= ii 1
ab
= ij 1 , i j
ij
The inverse matrix of

11

12
=
12

22

is

11 21
12 22

1
2

11 21
12 22

1
2

11 12

11 12

21 22

21 22

V ab

V ab

V ab

V ab

where

Va =

,Vb =

1
1
1
1
=
+
+
+
12
21
22
11

V ab
=

11

12

21

22

V a V b V ab

and the determinant of

is

det
= (V a V b V ab

) 1 .

Note:

Va

1
1
=
+
2
1

since

Va =

1
=
1

1
1
=
+
2
1

+ 2
= 1
1 2

Similarly,

Vb

1
1
=
+
2
1

Note:
Under independence, (i.e.,

ij

=
3

),

V a V b = 1

1
1
=
+
1 2

1
1
=
+
1 2

1
1

+
1 2

1
=
1

+
1

+
2

1
1
1
1
=
+
+
+
12 21 22
11
= V ab
Also,

1
1

+
1 2

+
1

11 12 21 22
V a V b V ab
1 2 1 2 1 2 1 2
11 12 21 22
=
( 1 1 )( 2 2 )( 1 2 )( 2 1 )

= 11 12 21 22
11 22 12 21

11 12 21

22

=1

Now, we are ready to construct the log-likelihood function, for a

single bivariate response,

i =1

j =1

y ij log (
.

Then,

ij

).

2
2 y m

l
ij
ij
ij r

i =1 j =1
ij =ij
ij
r
a
a ij =ij

yij m ij ij
xa
=

i =1 j =1
ij =ij
ij
r

y12 m 12 12 22
y11 m 11 11 21

x
x
+

1 a
12
2 a
11

=
y22 m 22 12 22
y21 m 21 11 21
x
xa
+
+
a

21
1
22
2

ij =ij



x
= 11 21 + 12 22 21 11 22 12 a
2
1
2
1
ij = ij
2111 1111 2212 1212 1111 1212 1121 1222 xa
=
+
+ +

1
2
2
1
2
1
2
1
ij=ij

x
= 11 +12 (11 +21) 11 (12 +22) 12 a
1
2

=
ij

ij

x
= 1 11 1 12 2 a
2
1
=
ij

ij

x
= 1 11 1 + 12 1 a
2
1
ij =ij
x
= 1 11 12 1 a
1 2 =
ij

ij

where

ij = y ij m ij , i = i1 + i 2 , j = 1 j + 2 j , j = 1, 2 ,
5

and where

[ 1 + 2 ]

and

[ 2 ]

ij

= ij

ij

= ij

= [ 11 + 21 + 12 + 22 ] ij = ij = 0

= [ 1 ] ij = ij .

Note:
The above derivative with respect to
marginal total
and

y i

and

1 = y 1 m

y j
1

since

depends only on the

1 = y 1 m

. Thus, if the odds ratios for each

bivariate response are given constants, the marginal totals are

sufficient for

Note:
As

( x ) = ab

ab

2
2 y m

l
ij
ij ij

ab

ab ij =ij i=1 j =1 ij
ij = ij

11 12 21 22

= Vab

+
11 12 21 22 ij =ij
Note:
The likelihood equation for the marginal regression coefficient

l
based on the marginal variable A alone, is not the same as

above, which is based on the bivariate response. For marginal

variable,

(Y 1 , Y 2 ), Y 1

~ B (m ,

derivative is
6

) , the log-likelihood

[( y1 m 1 )x a ]

= [ 1 x a ] 1 =1

1 = 1

while the log-likelihood derivative for bivariate response is

11 12

1 2

xa
1
.

ij = ij

Under independence of A and B, then

1 11 12
2

1

1 a

= 1 1 1 1 2
2
1

= [ 1 x a ]

ij = ij

xa

ij = ij

ij = ij

l
= E

= E

= E

ij

ij

l l

=


=

l l
E

ij

2l
E

m diag

ij

ij

ij

ij

ij

ij

ij

ij

ij

ij

ij

 2 l

E
2
ij
ij = ij

yij m ij

ij

= E

ij

ij = ij
yij m ij
= E
ij2

m
+

ij

ij = ij

m
=
ij ij = ij
and
2

l

E
ij ik

the Fishers information for

i = m

1

0
= m
0
0

where

12

=0

,
ij = ij

is

1
diag

0
Va

21

0
,

0
V ab =
ij
ij

Vb

0
11

22

=
ij
ij

and

 111 0
0
0

1
0
0
1 0 12
diag =
1
0 21
0 .
0

1
0
0 22
0

Thus, as there are several bivariate responses, the complete Fishers

information for =

[ a

X t D1 X

I = X t D12 X
0

ab

X t D12 X
X t D2 X
0

]t

is

0
,
t

X D3 X
0

where

mV
mV
m
D1 = diag a , D2 = diag b , D12 = diag

and

D 3 = diag (mV ab ) .