Comments on the Bernoulli Distribution and Hilbe’s Implicit Extra-Dispersion

For decades, conventional wisdom maintained that binary 0–1 Bernoulli random variables cannot contain extra-binomial variation. Taking an unorthodox stance, Hilbe actively disagreed, especially for correlated observation instances, arguing that the universally adopted diagnostic Pearson or deviance...

Full description

Bibliographic Details
Main Author: Daniel A. Griffith
Format: Article
Language:English
Published: MDPI AG 2024-03-01
Series:Stats
Subjects:
Online Access:https://www.mdpi.com/2571-905X/7/1/16
_version_ 1827304992108707840
author Daniel A. Griffith
author_facet Daniel A. Griffith
author_sort Daniel A. Griffith
collection DOAJ
description For decades, conventional wisdom maintained that binary 0–1 Bernoulli random variables cannot contain extra-binomial variation. Taking an unorthodox stance, Hilbe actively disagreed, especially for correlated observation instances, arguing that the universally adopted diagnostic Pearson or deviance dispersion statistics are insensitive to a variance anomaly in a binary context, and hence simply fail to detect it. However, having the intuition and insight to sense the existence of this departure from standard mathematical statistical theory, but being unable to effectively isolate it, he classified this particular over-/under-dispersion phenomenon as implicit. This paper explicitly exposes his hidden quantity by demonstrating that the variance in/deflation it represents occurs in an underlying predicted beta random variable whose real number values are rounded to their nearest integers to convert to a Bernoulli random variable, with this discretization masking any materialized extra-Bernoulli variation. In doing so, asymptotics linking the beta-binomial and Bernoulli distributions show another conventional wisdom misconception, namely a mislabeling substitution involving the quasi-Bernoulli random variable; this undeniably is not a quasi-likelihood situation. A public bell pepper disease dataset exhibiting conspicuous spatial autocorrelation furnishes empirical examples illustrating various features of this advocated proposition.
first_indexed 2024-04-24T17:48:33Z
format Article
id doaj.art-9886b022de5d4c8d98263273fe7b7475
institution Directory Open Access Journal
issn 2571-905X
language English
last_indexed 2024-04-24T17:48:33Z
publishDate 2024-03-01
publisher MDPI AG
record_format Article
series Stats
spelling doaj.art-9886b022de5d4c8d98263273fe7b74752024-03-27T14:05:06ZengMDPI AGStats2571-905X2024-03-017126928310.3390/stats7010016Comments on the Bernoulli Distribution and Hilbe’s Implicit Extra-DispersionDaniel A. Griffith0School of Economic, Political and Policy Sciences, The University of Texas at Dallas, Richardson, TX 75080, USAFor decades, conventional wisdom maintained that binary 0–1 Bernoulli random variables cannot contain extra-binomial variation. Taking an unorthodox stance, Hilbe actively disagreed, especially for correlated observation instances, arguing that the universally adopted diagnostic Pearson or deviance dispersion statistics are insensitive to a variance anomaly in a binary context, and hence simply fail to detect it. However, having the intuition and insight to sense the existence of this departure from standard mathematical statistical theory, but being unable to effectively isolate it, he classified this particular over-/under-dispersion phenomenon as implicit. This paper explicitly exposes his hidden quantity by demonstrating that the variance in/deflation it represents occurs in an underlying predicted beta random variable whose real number values are rounded to their nearest integers to convert to a Bernoulli random variable, with this discretization masking any materialized extra-Bernoulli variation. In doing so, asymptotics linking the beta-binomial and Bernoulli distributions show another conventional wisdom misconception, namely a mislabeling substitution involving the quasi-Bernoulli random variable; this undeniably is not a quasi-likelihood situation. A public bell pepper disease dataset exhibiting conspicuous spatial autocorrelation furnishes empirical examples illustrating various features of this advocated proposition.https://www.mdpi.com/2571-905X/7/1/16Bernoullibetabeta-binomialHilbelogistic regressionspatial autocorrelation
spellingShingle Daniel A. Griffith
Comments on the Bernoulli Distribution and Hilbe’s Implicit Extra-Dispersion
Stats
Bernoulli
beta
beta-binomial
Hilbe
logistic regression
spatial autocorrelation
title Comments on the Bernoulli Distribution and Hilbe’s Implicit Extra-Dispersion
title_full Comments on the Bernoulli Distribution and Hilbe’s Implicit Extra-Dispersion
title_fullStr Comments on the Bernoulli Distribution and Hilbe’s Implicit Extra-Dispersion
title_full_unstemmed Comments on the Bernoulli Distribution and Hilbe’s Implicit Extra-Dispersion
title_short Comments on the Bernoulli Distribution and Hilbe’s Implicit Extra-Dispersion
title_sort comments on the bernoulli distribution and hilbe s implicit extra dispersion
topic Bernoulli
beta
beta-binomial
Hilbe
logistic regression
spatial autocorrelation
url https://www.mdpi.com/2571-905X/7/1/16
work_keys_str_mv AT danielagriffith commentsonthebernoullidistributionandhilbesimplicitextradispersion