Term
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Definition
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Description
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\(X\)
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–
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Predictor matrix for the true outcome.
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\(Z\)
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–
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Predictor matrix for the observed outcome, conditional on the true
outcome.
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\(Y\)
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\(Y \in \{1, 2\}\)
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True binary outcome. Reference category is 2.
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\(y_{ij}\)
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\(\mathbb{I}\{Y_i = j\}\)
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Indicator for the true binary outcome.
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\(Y^*\)
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\(Y^* \in \{1, 2\}\)
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Observed binary outcome. Reference category is 2.
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\(y^*_{ik}\)
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\(\mathbb{I}\{Y^*_i = k\}\)
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Indicator for the observed binary outcome.
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True Outcome Mechanism
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\(\text{logit} \{ P(Y = j | X ; \beta) \} =
\beta_{j0} + \beta_{jX} X\)
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Relationship between \(X\) and the true
outcome, \(Y\).
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Observation Mechanism
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\(\text{logit}\{ P(Y^* = k | Y = j, Z ;
\gamma) \} = \gamma_{kj0} + \gamma_{kjZ} Z\)
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Relationship between \(Z\) and the
observed outcome, \(Y^*\), given the
true outcome \(Y\).
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\(\pi_{ij}\)
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\(P(Y_i = j | X ; \beta) =
\frac{\text{exp}\{\beta_{j0} + \beta_{jX} X_i\}}{1 +
\text{exp}\{\beta_{j0} + \beta_{jX} X_i\}}\)
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Response probability for individual \(i\)’s true outcome category.
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\(\pi^*_{ikj}\)
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\(P(Y^*_i = k | Y_i = j, Z ; \gamma) =
\frac{\text{exp}\{\gamma_{kj0} + \gamma_{kjZ} Z_i\}}{1 +
\text{exp}\{\gamma_{kj0} + \gamma_{kjZ} Z_i\}}\)
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Response probability for individual \(i\)’s observed outcome category,
conditional on the true outcome.
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\(\pi^*_{ik}\)
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\(P(Y^*_i = k | Y_i, X, Z ; \gamma) = \sum_{j
= 1}^2 \pi^*_{ikj} \pi_{ij}\)
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Response probability for individual \(i\)’s observed outcome cateogry.
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\(\pi^*_{jj}\)
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\(P(Y^* = j | Y = j, Z ; \gamma) = \sum_{i =
1}^N \pi^*_{ijj}\)
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Average probability of correct classification for category \(j\).
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Sensitivity
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\(P(Y^* = 1 | Y = 1, Z ; \gamma) = \sum_{i =
1}^N \pi^*_{i11}\)
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True positive rate. Average probability of observing outcome \(k = 1\), given the true outcome \(j = 1\).
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Specificity
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\(P(Y^* = 2 | Y = 2, Z ; \gamma) = \sum_{i =
1}^N \pi^*_{i22}\)
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True negative rate. Average probability of observing outcome \(k = 2\), given the true outcome \(j = 2\).
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\(\beta_X\)
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–
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Association parameter of interest in the true outcome mechanism.
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\(\gamma_{11Z}\)
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–
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Association parameter of interest in the observation mechanism, given
\(j=1\).
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\(\gamma_{12Z}\)
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–
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Association parameter of interest in the observation mechanism, given
\(j=2\).
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