Nonparametric Bayesian analysis for assessing homogeneity in kxl contingency tables with fixed right margin totals

被引:23
作者
Quintana, FA [1 ]
机构
[1] Catholic Univ Chile, Dept Stat, Santiago 22, Chile
关键词
cluster analysis; Dirichlet process prior; sequential imputations algorithm;
D O I
10.2307/2669857
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this work I postulate a nonparametric Bayesian model for data that can be accommodated in a contingency table with fixed right margin totals. This data structure usually arises when comparing different groups regarding classification probabilities for a number of categories. I assume that cell count vectors for each group are conditionally independent, with multinomial distribution given vectors of classification probabilities. In turn, these vectors of probabilities are assumed to be a sample from a distribution F, and the prior distribution of F is assumed to be a Dirichlet process, centered on a probability measure a and with weight c. I also assume a prior distribution for c, as a way of obtaining a better control on the clustering structure induced by the Dirichlet process. I use this setting to assess homogeneity of classification probabilities, and propose a "Bayes factor." I derive exact expressions for the relevant quantities. These can be directly computed when the number of rows k is small. and through the sequential importance sampling algorithm proposed by MacEachern. Clyde, and Liu when k is moderate or large. The methods are illustrated with several examples.
引用
收藏
页码:1140 / 1149
页数:10
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