We deal with contingency table data that are used to examine the relationships between a set of categorical variables or factors. We assume that such relationships can be adequately described by the conditional independence structure that is imposed by an undirected graphical model. If the contingency table is large, a desirable simplified interpretation can be achieved by combining some categories, or levels, of the factors.We introduce conditions under which such an operation does not alter the Markov properties of the graph. Implementation of these conditions leads to Bayesian model uncertainty procedures based on reversible jump Markov chain Monte Carlo methods. The methodology is illustrated on a 2x3x4 and up to a 4x5x5x2x2 contingency table.
Model determination for categorical data with factor level merging
TARANTOLA, CLAUDIA
2005-01-01
Abstract
We deal with contingency table data that are used to examine the relationships between a set of categorical variables or factors. We assume that such relationships can be adequately described by the conditional independence structure that is imposed by an undirected graphical model. If the contingency table is large, a desirable simplified interpretation can be achieved by combining some categories, or levels, of the factors.We introduce conditions under which such an operation does not alter the Markov properties of the graph. Implementation of these conditions leads to Bayesian model uncertainty procedures based on reversible jump Markov chain Monte Carlo methods. The methodology is illustrated on a 2x3x4 and up to a 4x5x5x2x2 contingency table.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
