A Note on Collapsibility in DAG Models of Contingency Tables

DOI10.1111/j.1467-9469.2005.00490.xzbMath1113.62070OpenAlexW2057771531MaRDI QIDQ3440890

Sung-Ho Kim, Seong-Ho Kim

Publication date: 29 May 2007

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2005.00490.x

zbMATH Keywords

maximum likelihood estimationvertex removalMarkov equivalencegraphical log-linear model

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of graph theory (05C90) Sequential statistical methods (62L99) Contingency tables (62H17)

Related Items (9)

Quasi-Symmetric Graphical Log-Linear Models ⋮ Decomposition of Covariate-Dependent Graphical Models with Categorical Data ⋮ Graphical models for inference under outcome-dependent sampling ⋮ Local structure recovery of chain graphs after marginalization ⋮ Collapsibility for Directed Acyclic Graphs ⋮ Multivariate statistical matching using graphical modeling ⋮ Collapsibility of Conditional Graphical Models ⋮ Collapsibility of contingency tables based on conditional models ⋮ People born in the Middle East but residing in the Netherlands: invariant population size estimates and the role of active and passive covariates

Cites Work

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• A divide-and-conquer approach in applying EM for large recursive models with incomplete categorical data
• Graphical models for associations between variables, some of which are qualitative and some quantitative
• Collapsibility of Graphical CG-Regression Models

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