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. Tarantola
Ultimo
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.
2012
Graphical models; Marginal log-linear parametrization; Model selection; Monte Carlo computation; Order decomposability; Power prior
Settore SECS-S/01 - Statistica
Settore STAT-01/A - Statistica
https://hdl.handle.net/10419/95304
Working Paper
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)
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/1074188
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