Computing p-values in conditional independence models for a contingency table (Q626252): Difference between revisions
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English | Computing p-values in conditional independence models for a contingency table |
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Computing p-values in conditional independence models for a contingency table (English)
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22 February 2011
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Conditional independence models are considered for four-ways contingency tables. The exact distributions of minimal sufficient statistics for these models are hypergeometric conditionally on the sets of marginal constraints. The authors propose a Markov chain Monte Carlo Metropolis-Hastings type algorithm for sampling from these distributions. It is used to compute the p-values for a Pearson chi-square type test for conditional independence. These p-values are compared to the exact p-values and p-values of the asymptotic \(\chi^2\) distribution in some numerical examples with real life data sets.
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four-ways contingency table
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minimal sufficient statistics
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MCMC
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Metropolis-Hastings sampler
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