On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables

Zheng Wei and Daeyoung Kim

Journal of Multivariate Analysis, 2021, vol. 186, issue C

Abstract: In this paper, we propose a new model-free exploratory method for descriptive modeling that identifies and measures the regression dependence between an ordinal response variable and categorical (ordinal or nominal) explanatory variables in a multi-way contingency table. The proposed methodology consists of three parts, checkerboard copula score, checkerboard copula regression, and checkerboard copula association measure. The checkerboard copula score is a new type of score for ordinal variables that preserves the natural ordering of the categorical scale and it will be exploited for developing the methods measuring the association between the variables of interest. The checkerboard copula regression identifies the regression dependence between an ordinal response variable and categorical explanatory variables. It enables delineating the identified dependence in an exploratory manner. The checkerboard copula association measure quantifies the strength of the dependence identified by the checkerboard copula regression. We investigate the properties of checkerboard copula scores, checkerboard copula regression, its association measure, and their estimators. Finally, the performance of the proposed method is illustrated with simulation and real data.

Keywords: Association measure; Copula; Multivariate categorical data; Regression (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047259X21000713
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000713

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.jmva.2021.104793

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().