Arbeitspapier

Bayesian Analysis of Graphical Models of Marginal Independence for Three Way Contingency Tables

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.

Language
Englisch

Bibliographic citation
Series: Quaderni di Dipartimento ; No. 172

Classification
Wirtschaft
Subject
graphical models
marginal log-linear parameterization
Monte Carlo computation
order decomposability
power prior approach

Event
Geistige Schöpfung
(who)
Tarantola, Claudia
Ntzoufras, Ioannis
Event
Veröffentlichung
(who)
Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)
(where)
Pavia
(when)
2012

Handle
Last update
10.03.2025, 11:43 AM CET

Data provider

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Object type

  • Arbeitspapier

Associated

  • Tarantola, Claudia
  • Ntzoufras, Ioannis
  • Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)

Time of origin

  • 2012

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