An importance sampling algorithm for exact conditional tests in log-linear models
From MaRDI portal
(Redirected from Publication:4267763)
Recommendations
- Publication:4892526
- Exact Tests of Goodness of Fit of Log‐Linear Models for Rates
- Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities
- Exact Conditional Tests for Hierarchical Models in Multidimensional Contingency Tables
- Sequential importance sampling for multiway tables
Cited in
(11)- Hybrid schemes for exact conditional inference in discrete exponential families
- The analysis of ordered categorical data: An overview and a survey of recent developments. (With discussion)
- Power of the Sequential Monte Carlo Test
- Exact inference in contingency tables via stochastic approximation Monte Carlo
- Computing highly accurate or exact \(P\)-values using importance sampling
- Markov bases for typical block effect models of two-way contingency tables
- scientific article; zbMATH DE number 927331 (Why is no real title available?)
- Sampling for Conditional Inference on Case–Control Data
- Sampling for Conditional Inference on Case–Control Data
- Computing p-values in conditional independence models for a contingency table
- Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities
This page was built for publication: An importance sampling algorithm for exact conditional tests in log-linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4267763)