EconPapers    
Economics at your fingertips  
 

Marginal Nested Interactions for Contingency Tables

Manuela Cazzaro and Roberto Colombi

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 13, 2799-2814

Abstract: We introduce a new definition of generalized marginal interactions, called marginal nested interactions, which includes baseline, local, continuation and reverse continuation logits and odds ratios as special cases. The significant aspect of this definition is the inclusion of new types of logits and odds ratios that can handle non-ordinal, ordinal and partially ordered categorical variables in a flexible and appropriate way. It is proved also that the marginal nested interactions define a saturated model of a multi-way contingency table.

Date: 2014
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2012.685550 (text/html)
Access to full text is restricted to subscribers.

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:taf:lstaxx:v:43:y:2014:i:13:p:2799-2814

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2012.685550

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:lstaxx:v:43:y:2014:i:13:p:2799-2814