Estimation and testing of multiplicative models for frequency data

DOI10.1007/S00184-019-00709-6MaRDI QIDQ2338092zbMATH OpenOpenAlexFDO

Authors A. Forcina

Publication date 20 November 2019

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-019-00709-6

zbMATH Keywords

curved exponential familieslog linear modelsmixed parametrizationquasi-independence

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Contingency tables (62H17)

Review text

Multiplicative models are a subclass of relational models where the probabilities of certain cells are the product of the probabilities of other cells. In this paper the author provides a new algorithm to improve the Maximum Likelihood Estimation of the parameters for multiplicative models. With the proposed new technique the convergence rate is quadratic rather than linear. Moreover, the theory developed in order to define the new algorithm is used to better understand the geometry of such a class of models. The theory is illustrated by means of a small example of an incomplete \(2^3\) contingency table from Market Basket Analysis.

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Cites work

• Data mining of association structures to model consumer behaviour.
• scientific article; zbMATH DE number 3157499 (Why is no real title available?)
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• scientific article; zbMATH DE number 1122119 (Why is no real title available?)
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• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• On the closure of relational models
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Cited in

(3)

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• Relational models for contingency tables
• A geometric power analysis for general log-linear models

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