Ioannis Ntzoufras

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Bayesian Inference for the RC(m) Association Model

M.Kateri, A.Nicolaou and I.  Ntzoufras (2005)

Journal of Computational and Graphical Statistics, 14, 116-138.

Abstract

    Describing the structure in a two way contingency table in terms of an RC(m) association model, we are concerned with the computation of posterior distributions of the model parameters using  prior distributions which take into account the nonlinear restrictions of the model. We are further involved with the determination of the order of association m, based on Bayesian arguments. Using projection methods, a prior distribution over the parameters of the simpler RC(m) model  is induced from a prior of the parameters of the saturated model.The fit of the assumed RC(m) model is evaluated using the posterior distribution of its distance from the full model. Our methods are illustrated with a popular dataset.

Keywords: Contingency tables; Kullback-Leibler projection; MCMC Methods.

Journal of Computational and Graphical Statistics, 14, 116-138.

Available at Journal of Computational and Graphical Statistics web-page available by JSTOR


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