COMPUTATIONAL ISSUES IN THE BAYESIAN-ANALYSIS OF CATEGORICAL-DATA - LOG-LINEAR AND GOODMAN RC MODEL

被引:0
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作者
EVANS, M [1 ]
GILULA, Z [1 ]
GUTTMAN, I [1 ]
机构
[1] HEBREW UNIV JERUSALEM, DEPT STAT, IL-91905 JERUSALEM, ISRAEL
关键词
ADAPTIVE IMPORTANCE SAMPLING; CATEGORICAL DATA; GOODMAN RC MODEL; LOGLINEAR MODELS; SINGULAR VALUE DECOMPOSITION;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The Baysian analysis of loglinear models requires the evaluation of high-dimensional integrals. Such an evaluation is frequently computationally prohibitive even with modern computers. We provide a parameterization of the loglinear model which renders these integrations amenable to the numerical methods of adaptive important sampling. This approach is applied in the analysis of two-way contingency tables using Goodman's RC model. We base the analysis on the full posterior distribution for the loglinear model and obtain the posterior distribution of a goodness-of-fit measure for Goodman's RC model.
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页码:391 / 406
页数:16
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