Maximum Likelihood Inference for Log-linear Models Subject to Constraints of Double Monotone Dependence

Manuela Cazzaro () and Roberto Colombi ()
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Manuela Cazzaro: Università di Milano Bicocca
Roberto Colombi: Università di Bergamo

Statistical Methods & Applications, 2006, vol. 15, issue 2, No 4, 177-190

Abstract: Abstract To model an hypothesis of double monotone dependence between two ordinal categorical variables A and B usually a set of symmetric odds ratios defined on the joint probability function is subject to linear inequality constraints. Conversely in this paper two sets of asymmetric odds ratios defined, respectively, on the conditional distributions of A given B and on the conditional distributions of B given A are subject to linear inequality constraints. If the joint probabilities are parameterized by a saturated log-linear model, these constraints are nonlinear inequality constraints on the log-linear parameters. The problem here considered is a non-standard one both for the presence of nonlinear inequality constraints and for the fact that the number of these constraints is greater than the number of the parameters of the saturated log-linear model.

Keywords: Contingency tables; Generalized odds ratios; Monotone dependence; Order restricted inference (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10260-006-0011-y

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