Approximating Exact Test of Mutual Independence in Multiway Contingency Tables via Stochastic Approximation Monte Carlo

- Journal title : Korean Journal of Applied Statistics
- Volume 25, Issue 5, 2012, pp.837-846
- Publisher : The Korean Statistical Society
- DOI : 10.5351/KJAS.2012.25.5.837

Title & Authors

Approximating Exact Test of Mutual Independence in Multiway Contingency Tables via Stochastic Approximation Monte Carlo

Cheon, Soo-Young;

Cheon, Soo-Young;

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 et al., 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.

Keywords

Multi-way contingency table;exact inference;Markov chain Monte Carlo;stochastic approximation Monte Carlo;

Language

English

Cited by

1.

Exact Inference for Three-way Interaction Effects,;

Journal of the Korean Data Analysis Society, 2013. vol.15. 1A, pp.41-51

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