Three-way Contingency Tables

Erling B. Andersen
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Erling B. Andersen: University of Copenhagen, Department of Statistics

Chapter 5 in The Statistical Analysis of Categorical Data, 1994, pp 131-178 from Springer

Abstract: Abstract Consider a three-way contingency table {Xijk, i=1,...I, j=1,...,J, k=1,...,K}. As model for such data, it may be assumed that the x’s are observed values of random variables Xijk, i=1,...,I, j=1,...,J, k=1,...,K with a multinomial distribution 5.1 $${X_{111}},...,{X_{IJK}} \sim M(n,{p_{111}},...,{p_{IJK}}).$$

Keywords: Conditional Independence; Likelihood Equation; Association Graph; Sufficient Marginal; Sequential Bonferroni Procedure (search for similar items in EconPapers)
Date: 1994
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DOI: 10.1007/978-3-642-78817-8_5

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