In the regression analysis of clustered data it is important to allow for the possibility of distinct between- and within-cluster exposure effects on the outcome measure, represented, respectively, by ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 67, No. 1 (2005), pp. 63-78 (16 pages) The literature on multivariate linear regression includes multivariate normal ...

This paper illustrates the validation of a mortgage prepayment forecasting model using a dynamic bivariate-choice regression method. The results demonstrate that the dynamic bivariate-choice ...