Bayesian Analysis of Graphical Models of Marginal Independence for Three Way Contingency Tables

Claudia Tarantola () and Ioannis Ntzoufras ()
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Claudia Tarantola: Department of Economics and Business, University of Pavia
Ioannis Ntzoufras: Department of Statistics, Athens University of Economics and Business

No 172, Quaderni di Dipartimento from University of Pavia, Department of Economics and Quantitative Methods

Abstract: This paper deals with the Bayesian analysis of graphical models of marginal independence for three way contingency tables. Each marginal independence model corresponds to a particular factorization of the cell probabilities and a conjugate analysis based on Dirichlet prior can be performed. We illustrate a comprehensive Bayesian analysis of such models, involving suitable choices of prior parameters, estimation, model determination, as well as the allied computational issues. The posterior distributions of the marginal log-linear parameters is indirectly obtained using simple Monte Carlo schemes. The methodology is illustrated using two real data sets.

Keywords: graphical models; marginal log-linear parameterization; Monte Carlo computation; order decomposability; power prior approach. (search for similar items in EconPapers)
Pages: 41 pages
Date: 2012-05
New Economics Papers: this item is included in nep-cmp and nep-ecm
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Citations: View citations in EconPapers (2)

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