Iterative proportional scaling via decomposable submodels for contingency tables

Yushi Endo and Akimichi Takemura

Computational Statistics & Data Analysis, 2009, vol. 53, issue 4, 966-978

Abstract: We propose iterative proportional scaling (IPS) via decomposable submodels for maximizing the likelihood function of a hierarchical model for contingency tables. In ordinary IPS the proportional scaling is performed by cycling through the members of the generating class of a hierarchical model. We propose the adjustment of more marginals at each step. This is accomplished by expressing the generating class as a union of decomposable submodels and cycling through the decomposable models. We prove the convergence of our proposed procedure, if the amount of scaling is adjusted properly at each step. We also analyze the proposed algorithms around the maximum likelihood estimate (MLE) in detail. The faster convergence of our proposed procedure is illustrated by numerical examples.

Date: 2009
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Citations: View citations in EconPapers (2)

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