Conditional Independence test for categorical data using Poisson log-linear model

Michail Tsagris

MPRA Paper from University Library of Munich, Germany

Abstract: We demonstrate how to test for conditional independence of two variables with categorical data using Poisson log-linear models. The size of the conditioning set of variables can vary from 0 (simple independence) up to many variables. We also provide a function in R for performing the test. Instead of calculating all possible tables with for loop we perform the test using the log-linear models and thus speeding up the process. Time comparison simulation studies are presented.

Keywords: Conditional independence; categorical data; Poisson log-linear models (search for similar items in EconPapers)
JEL-codes: C12 (search for similar items in EconPapers)
Date: 2017-03
New Economics Papers: this item is included in nep-dcm and nep-ecm
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Published in Journal of Data Science 15.2(2017): pp. 347-356

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:79464

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