Markov bases for typical block effect models of two-way contingency tables

Mitsunori Ogawa and Akimichi Takemura

Journal of Multivariate Analysis, 2012, vol. 112, issue C, 219-229

Abstract: Markov basis for statistical model of contingency tables gives a useful tool for performing the conditional test of the model via the Markov chain Monte Carlo method. In this paper, we derive explicit forms of Markov bases for change point models and block diagonal effect models, which are typical block-wise effect models of two-way contingency tables, and perform conditional tests with some real data sets.

Keywords: Block diagonal effect model; Change point model; Markov chain Monte Carlo; Quadratic Gröbner basis; Toric ideal (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:112:y:2012:i:c:p:219-229

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DOI: 10.1016/j.jmva.2012.06.007

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