Estimation and testing of multiplicative models for frequency data

Antonoio Forcina ()
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Antonoio Forcina: University of Perugia

Metrika: International Journal for Theoretical and Applied Statistics, 2019, vol. 82, issue 7, No 3, 807-822

Abstract: Abstract This paper is about models for a vector of probabilities whose elements must have a multiplicative structure and sum to 1 at the same time; in certain applications, like basket analysis, these models may be seen as a constrained version of quasi-independence. After reviewing the basic properties of the models, their geometric features as a curved exponential family are investigated. An improved algorithm for computing maximum likelihood estimates is introduced and new insights are provided on the underlying geometry. The asymptotic distribution of three statistics for hypothesis testing are derived and a small simulation study is presented to investigate the accuracy of asymptotic approximations.

Keywords: Curved exponential families; Mixed parametrization; Log linear models; Quasi-independence (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s00184-019-00709-6

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