Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/95304 
Year of Publication: 
2012
Series/Report no.: 
Quaderni di Dipartimento No. 172
Publisher: 
Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ), Pavia
Abstract: 
This paper deals with the Bayesian analysis of graphical models of marginal independence for three way contingency tables. Each marginal independence model corresponds to a particular factorization of the cell probabilities and a conjugate analysis based on Dirichlet prior can be performed. We illustrate a comprehensive Bayesian analysis of such models, involving suitable choices of prior parameters, estimation, model determination, as well as the allied computational issues. The posterior distributions of the marginal log-linear parameters is indirectly obtained using simple Monte Carlo schemes. The methodology is illustrated using two real data sets.
Subjects: 
graphical models
marginal log-linear parameterization
Monte Carlo computation
order decomposability
power prior approach
Document Type: 
Working Paper

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