Computing p-values in conditional independence models for a contingency table

DOI10.1007/S00180-009-0161-0MaRDI QIDQ626252zbMATH OpenOpenAlexFDO

Authors Masahiro Kuroda, Hiroki Hashiguchi, Shigekazu Nakagawa

Publication date 22 February 2011

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-009-0161-0

zbMATH Keywords

four-ways contingency tableMCMCMetropolis-Hastings samplerminimal sufficient statistics

Mathematics Subject Classification ID

Sufficient statistics and fields (62B05) Exact distribution theory in statistics (62E15) Contingency tables (62H17) Numerical analysis or methods applied to Markov chains (65C40)

Review text

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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Cited in

(4)

• The breakdown value of the L₁ estimator in contingency tables
• Updating exactP- values for the conditional likelihood ratio test of independence
• Conditional p-values for the F-statistic in a forward selection procedure
• Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities

Describes a project that uses

Uses Software

• MIM
• exactLoglinTest

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