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Statistical Inference in Context Specific Interaction Models for Contingency Tables
Author(s) -
Højsgaard Søren
Publication year - 2004
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/j.1467-9469.2004.00378.x
Subject(s) - mathematics , contingency table , inference , context (archaeology) , class (philosophy) , model selection , property (philosophy) , markov chain , selection (genetic algorithm) , econometrics , statistics , artificial intelligence , computer science , paleontology , philosophy , epistemology , biology
. Context specific interaction models is a class of interaction models for contingency tables in which interaction terms are allowed to vanish in specific contexts given by the levels of sets of variables. Such restrictions can entail conditional independencies which only hold for some values of the conditioning variables and allows also for irrelevance of some variables in specific contexts. A Markov property is established and so is an iterative proportional scaling algorithm for maximum likelihood estimation. Decomposition of the estimation problem is treated and model selection is discussed.