This paper deals with the Bayesian analysis of graphical models of marginal independence for three way contingency tables. Each marginal independence model corresponds to a particular factorization of the cell probabilities and a conjugate analysis based on Dirichlet prior can be performed. We illustrate a comprehensive Bayesian analysis of such models, involving suitable choices of prior parameters, estimation, model determination, as well as the allied computational issues. The posterior distributions of the marginal log-linear parameters is indirectly obtained using simple Monte Carlo schemes. The methodology is illustrated using two real data sets.
Bayesian Analysis of Marginal Log-Linear Graphical Models for Three Way Contingency Tables / I. Ntzoufras, C. Tarantola. - Pavia : Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ), 2012. (QUADERNI DEL DIPARTIMENTO)
Bayesian Analysis of Marginal Log-Linear Graphical Models for Three Way Contingency Tables
C. TarantolaUltimo
2012
Abstract
This paper deals with the Bayesian analysis of graphical models of marginal independence for three way contingency tables. Each marginal independence model corresponds to a particular factorization of the cell probabilities and a conjugate analysis based on Dirichlet prior can be performed. We illustrate a comprehensive Bayesian analysis of such models, involving suitable choices of prior parameters, estimation, model determination, as well as the allied computational issues. The posterior distributions of the marginal log-linear parameters is indirectly obtained using simple Monte Carlo schemes. The methodology is illustrated using two real data sets.File | Dimensione | Formato | |
---|---|---|---|
q172_3_way_Ntzoufras_Tarantola.pdf
accesso riservato
Tipologia:
Publisher's version/PDF
Dimensione
318.93 kB
Formato
Adobe PDF
|
318.93 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.