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

TARANTOLA, CLAUDIA
2012-01-01

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
Quaderni di Dipartimento
The Mathematics category includes resources dealing with mathematics, applied mathematics, statistics and probability.
Inglese
Internazionale
ELETTRONICO
172
Graphical models; Marginal log-linear parametrization; Model selection; Monte Carlo computation; Order decomposability; Power prior
http://economia.unipv.it/docs/dipeco/quad/ps/new/q172.pdf
2 Contributo in Volume::2.1 Contributo in volume (Capitolo o Saggio)
2
268
none
Ntzoufras, Ioannis; Tarantola, Claudia
info:eu-repo/semantics/bookPart
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11571/140255
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