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Approximating Exact Test of Mutual Independence in Multiway Contingency Tables via Stochastic Approximation Monte CarloApproximating Exact Test of Mutual Independence in Multiway Contingency Tables via Stochastic Approximation Monte Carlo
- Other Titles
- Approximating Exact Test of Mutual Independence in Multiway Contingency Tables via Stochastic Approximation Monte Carlo
- Authors
- 전수영
- Issue Date
- 2012
- Publisher
- 한국통계학회
- Keywords
- Multi-way contingency table; exact inference; Markov chain Monte Carlo; stochastic approximation Monte Carlo.
- Citation
- 응용통계연구, v.25, no.5, pp.837 - 846
- Indexed
- KCI
- Journal Title
- 응용통계연구
- Volume
- 25
- Number
- 5
- Start Page
- 837
- End Page
- 846
- ISSN
- 1225-066X
- Abstract
- Monte Carlo methods have been used in exact inference for contingency tables for a long time; however, they suffer from ergodicity and the ability to achieve a desired proportion of valid tables. In this paper, we apply the stochastic approximation Monte Carlo(SAMC; Liang \etal, 2007) algorithm, as an adaptive Markov chain Monte Carlo, to the exact test of mutual independence in a multiway contingency table. The performance of SAMC has been investigated on real datasets compared to with existing Markov chain Monte Carlo methods. The numerical results are in favor of the new method in terms of the quality of estimates.
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Collections - Graduate School > Department of Applied Statistics > 1. Journal Articles
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