Markov bases for typical block effect models of two-way contingency tables

JOURNAL OF MULTIVARIATE ANALYSIS

卷:112

Article

Ogawa, Mitsunori¹  Takemura, Akimichi^1,2 

[1] Univ Tokyo, Grad Sch Informat Sci & Technol, Bunkyo Ku, Tokyo 1138656, Japan

[2] JST, CREST, Tokyo, Japan

关键词: Block diagonal effect model;    Change point model;    Markov chain Monte Carlo;    Quadratic Grobner basis;    Toric ideal;   

DOI  :  10.1016/j.jmva.2012.06.007

来源: Elsevier

【 摘 要 】

Markov basis for statistical model of contingency tables gives a useful tool for performing the conditional test of the model via the Markov chain Monte Carlo method. In this paper, we derive explicit forms of Markov bases for change point models and block diagonal effect models, which are typical block-wise effect models of two-way contingency tables, and perform conditional tests with some real data sets. (C) 2012 Elsevier Inc. All rights reserved.

【 授权许可】

Free