Heterogeneity in Composite Link Models

Vanderhoeft, C. (1986). Heterogeneity in Composite Link Models. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-86-060

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Abstract

The purpose of this paper is to show how a quite general statistical model can be modified in order to take hidden heterogeneity into account. The author's knowledge about hidden heterogeneity finds its origins in the study of quasi-likelihood estimation techniques (Wedderburn,l974; McCullagh, 1983). The methods discussed in this paper are extensions of models proposed by Williams (1982) and Breslow (1984), who introduce respectively extra-binomial variation in the binomial-logistic-linear and extra-poisson variation in the Poisson-log-linear model.

The methods of this paper reflect the author's experience with the statistical package GLlM (Baker and Nelder, 1978): see the formulation of the basic model as a "composite link model" in Section 3 and the numerical example in Section 9. It is hoped that the models discussed can be used in the analysis of demographic processes, though we don't have numerical results so far. This is our maln topic for further research.

This paper is rather an introduction to new estimation techniques in demographic analysis. The mathematical details are therefore not given; they may be published elsewhere.

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