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

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.

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Year of publication:	2012
Authors:	Ogawa, Mitsunori ; Takemura, Akimichi
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 112.2012, C, p. 219-229
Publisher:	Elsevier
Subject:	Block diagonal effect model \| Change point model \| Markov chain Monte Carlo \| Quadratic Gröbner basis \| Toric ideal

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011042068