Paper 4, Section II, J

Statistical Modelling
Part II, 2018

Bridge is a card game played by 2 teams of 2 players each. A bridge club records the outcomes of many games between teams formed by its mm members. The outcomes are modelled by

P( team {i,j} wins against team {k,})=exp(βi+βj+β{i,j}βkββ{k,})1+exp(βi+βj+β{i,j}βkββ{k,}),\mathbb{P}(\text { team }\{i, j\} \text { wins against team }\{k, \ell\})=\frac{\exp \left(\beta_{i}+\beta_{j}+\beta_{\{i, j\}}-\beta_{k}-\beta_{\ell}-\beta_{\{k, \ell\}}\right)}{1+\exp \left(\beta_{i}+\beta_{j}+\beta_{\{i, j\}}-\beta_{k}-\beta_{\ell}-\beta_{\{k, \ell\}}\right)},

where βiR\beta_{i} \in \mathbb{R} is a parameter representing the skill of player ii, and β{i,j}R\beta_{\{i, j\}} \in \mathbb{R} is a parameter representing how well-matched the team formed by ii and jj is.

(a) Would it make sense to include an intercept in this logistic regression model? Explain your answer.

(b) Suppose that players 1 and 2 always play together as a team. Is there a unique maximum likelihood estimate for the parameters β1,β2\beta_{1}, \beta_{2} and β{1,2}\beta_{\{1,2\}} ? Explain your answer.

(c) Under the model defined above, derive the asymptotic distribution (including the values of all relevant parameters) for the maximum likelihood estimate of the probability that team {i,j}\{i, j\} wins a game against team {k,}\{k, \ell\}. You can state it as a function of the true vector of parameters β\beta, and the Fisher information matrix iN(β)i_{N}(\beta) with NN games. You may assume that iN(β)/NI(β)i_{N}(\beta) / N \rightarrow I(\beta) as NN \rightarrow \infty, and that β\beta has a unique maximum likelihood estimate for NN large enough.