Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Bayesian Test of Quasi-Independence in a Sparse Two-Way Contingency Table

  • Kwak, Sang-Gyu (Department of Statistics, Kyungpook National University) ;
  • Kim, Dal-Ho (Department of Statistics, Kyungpook National University)
  • Received : 2012.04.18
  • Accepted : 2012.04.30
  • Published : 2012.05.31
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Abstract

We consider a Bayesian test of independence in a two-way contingency table that has some zero cells. To do this, we take a three-stage hierarchical Bayesian model under each hypothesis. For prior, we use Dirichlet density to model the marginal cell and each cell probabilities. Our method does not require complicated computation such as a Metropolis-Hastings algorithm to draw samples from each posterior density of parameters. We draw samples using a Gibbs sampler with a grid method. For complicated posterior formulas, we apply the Monte-Carlo integration and the sampling important resampling algorithm. We compare the values of the Bayes factor with the results of a chi-square test and the likelihood ratio test.

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References

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