Exchangeable copulas are used to model an extra-binomial variation in Bernoulli experiments with a variable number of trials. Maximum likelihood inference procedures for the intra-cluster correlation are constructed for several copula families. The selection of a particular model is carried out using the Akaike information criterion (AIC). Profile likelihood confidence intervals for the intra-cluster correlation are constructed and their performance are assessed in a simulation experiment. The sensitivity of the inference to the specification of the copula family is also investigated through simulations. Numerical examples are presented.
Department of Mathematics and Statistics, Université Laval„ 1045 av. de la Médecine, Québec (Québec) G1V 0A6 Canada
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