Binary Models for Marginal Independence
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Publication:3541265
DOI10.1111/J.1467-9868.2007.00636.XzbMATH Open1148.62043arXiv0707.3794OpenAlexW2079352458WikidataQ57566439 ScholiaQ57566439MaRDI QIDQ3541265FDOQ3541265
Authors: Mathias Drton, Thomas S. Richardson 
Publication date: 25 November 2008
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Abstract: Log-linear models are a classical tool for the analysis of contingency tables. In particular, the subclass of graphical log-linear models provides a general framework for modelling conditional independences. However, with the exception of special structures, marginal independence hypotheses cannot be accommodated by these traditional models. Focusing on binary variables, we present a model class that provides a framework for modelling marginal independences in contingency tables. The approach taken is graphical and draws on analogies to multivariate Gaussian models for marginal independence. For the graphical model representation we use bi-directed graphs, which are in the tradition of path diagrams. We show how the models can be parameterized in a simple fashion, and how maximum likelihood estimation can be performed using a version of the Iterated Conditional Fitting algorithm. Finally we consider combining these models with symmetry restrictions.
Full work available at URL: https://arxiv.org/abs/0707.3794
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maximum likelihood estimationcovariance graphbidirected graphgraphical Markov modelMöbius inversioniterative conditional fitting
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Cited In (33)
- Joint Gaussian graphical model estimation: a survey
- Modelling relational statistics with Bayes nets
- Label- and level-invariant graphical log-linear models
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- Probability based independence sampler for Bayesian quantitative learning in graphical log-linear marginal models
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