| MODEL SELECTION FOR LOG-LINEAR MODELS OF CONTINGENCY TABLES |
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| 作者姓名： | ZHAOLincheng ZHANGHong |
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| 作者单位： | UniversityofScienceandTechnologyofChina,Hefei,Anhui230026,China |
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| 基金项目： | This research is partially supported by National Natural Science Foundation of China (10171094),，Ph.D. Program Foundation of Ministry of Education of China and Special Foundations of the Chinese Academy of Sciences，USTC. |
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| 摘 要： | In this paper, we propose an information-theoretic-criterion-based model selection procedure for log-linear model of contingency tables under multinomial sampling, and establish the strong consistency of the method under some mild conditions. An exponential bound of miss detection probability is also obtained. The .selection procedure is modified so that it can be used in practice. Simulation shows that the modified method is valid. To avoid selecting the penalty coefficient in the information criteria, an alteruative selection procedure is given.
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| 关 键 词： | 列联表 线性模型 模型选择强一致性 指数界 数学模拟 |
MODEL SELECTION FOR LOG-LINEAR MODELS OF CONTINGENCY TABLES |
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| ZHAOLincheng ZHANGHong.MODEL SELECTION FOR LOG-LINEAR MODELS OF CONTINGENCY TABLES[J].Journal of Systems Science and Complexity,2003,16(2):249-259. |
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| Authors: | ZHAO Lincheng ZHANG Hong |
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| Abstract: | In tins paper, we propose an information-theoretic-criterion-based model selection procedure for log-linear model of contingency tables under multinomial sampling, and establish the strong consistency of the method under some mild conditions. An exponential bound of miss detection probability is also obtained. The selection procedure is modified so that it can be used in practice. Simulation shows that the modified method is valid. To avoid selecting the penalty coefficient in the information criteria, an alternative selection procedure is given. |
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| Keywords: | Contingency tables log-linear model model selection strong consistency exponential bound |
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