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Let \({\mathbf y}\) be a \(N \times S\) matrix, where \(N\) is the total number of observations, and \(S=p(p+1)/2\) is the total number of univariate plus bivariate responses. That is, the columns represents observations from variables \(y_1,\dots,y_p\) and \(y_{12},y_{13},\dots,y_{p-1,p}\). The matrix \({\mathbf y}\) contains 1’s and 0’s, indicating positive and negative responses respectively.

Each row vector \({\mathbf y}_i\), \(i=1,\dots,N\) represents an observation from the multinomial distribution \({\mathbf y}_i \sim \mathop{\mathrm{Mult}}({\mathbf p}_2, {\boldsymbol\Sigma}_2)\). Under a complex sampling design, each observations has weight \(w_i\). For convenience, we normalise the sampling weights so that \(\sum_{i=1}^N w_i = N\), so that each \(w_i\) has the interpretation of an “effective sample size”.

Estimating the proportions

The weighted sample proportion estimator is \[ \hat{\mathbf p}_2 = \frac{\sum_i w_i {\mathbf y}_i}{\sum_i w_i} \] which corresponds to a weighted column average of the matrix \({\mathbf y}\).

Estimating the covariance matrix

The estimator for the covariance matrix is \[ \hat{\boldsymbol\Sigma}_2 = \frac{1}{\sum_i w_i} \sum_i \frac{N}{N-1} w_i ({\mathbf y}_i - \hat{\mathbf p}_2)^\top ({\mathbf y}_i - \hat{\mathbf p}_2). \] This means that each entry in this \(S \times S\) covariance matrix is simply a weighted estimate of the variance or covariance of the binary response variables. Under a model (e.g. binary factor model), we should replace the \(\hat {\mathbf p}_2\) with the estimated model probabilities \(\hat{\boldsymbol\pi}_2 := {\boldsymbol\pi}_2(\hat{\boldsymbol\theta})\) instead.