Discrete Multivariate Analysis

Yvonne M. M. Bishop, Stephen E. Fienberg, and Paul W. Holland
with the collaboration of
Richard J. Light and Frederick Mosteller

Discrete Multivariate Analysis
Theory and Practice

Yvonne M. Bishop
Washington, DC 20015-2956
Ymbishop@verizon.net

Stephen E. Fienberg
Department of statistics
Carnegie-Mellon University
Pittsburgh, PA 15213
Fienberg@stat.cmu.edu

Paul W. Holland
Educational Testing Service
Princeton, NJ 08541
pholland@ets.org

ISBN 978-0-387-72805-6
Library of Congress Control Number: 2007928365
© 2007 Springer Science+Business Media, LLC. This Springer edition is a reprint of the 1975 edition
published by MIT Press.
All rights reserved. This work may not be translated or copied in whole or in part without the written
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...................................................................6 Appendix: Goodman’s Partitioning Calculus ...................................8 Degrees of Freedom .. 1. 1 1 1 2 2 7 7 2 STRUCTURAL MODELS FOR COUNTED DATA ................ 1................................................... 5.............1 The Need ............. 5.. 5........3 Two Dimensions—The Rectangular Table......................................4 Models for Three-Dimensional Arrays ...........3 Sufficient Statistics ....................................... 62 3..................................CONTENTS PREFACE ............................................................................................................................................. 1..................................................................................... 2.........2 Sampling Distributions ......................................... 97 3..................................................................2 Two Dimensions—The Fourfold Table .................5 Representation of Two-Way Tables as Incomplete Multiway Arrays .............. 1..................................................................... 5 MAXIMUM LIKELIHOOD ESTIMATION FOR INCOMPLETE TABLES .......................................................................................................6 How to Proceed from Here ........................ 64 3......................................................5 Iterative Proportional Fitting of Log-Linear Models .................................................. 1..........5 Choosing a Model ..................................................................................... 4.......................6 Exercises ......................................3 Incomplete Two-Way Tables for Subsets of Complete Arrays ...........2 Why a Book? ..................2 Incomplete Two-Way Tables ............................................ 123 123 124 131 136 155 169 177 177 178 206 210 225 ..... 2.......2 Summary Measures of Goodness of Fit.................1 Introduction ...............3 Different Users ........................................................................... 73 3....................1 Introduction ..................... 2........................1 Introduction ........................................................................... 2............4 Methods of Obtaining Maximum Likelihood Estimates ........ 4......7 Rearranging Data for Model Fitting .............................................................................................................................................. v 1 INTRODUCTION .. 4.. 5.. 4.......... 2............................................................................................3 Standardized Rates .....................................1 Introduction ..........................................................5 Models for Four or More Dimensions ................................. 102 3.... 83 3.............. 4............................ 114 4 FORMAL GOODNESS OF FIT: SUMMARY STATISTICS AND MODEL SELECTION .......7 Appendix: The Geometry of a 2 x 2 Table ......................... 2...................................................................................5 Computer Programs .......................... 1...........................4 Incomplete Multiway Tables.......... 4.....................6 Classical Uses of Iterative Proportional Fitting................. 9 9 11 24 31 42 48 49 3 MAXIMUM LIKELIHOOD ESTIMATES FOR COMPLETE TABLES ........ 57 3........................ 5..................... 2.......4 Sketch of the Chapters ......4 Internal Goodness of Fit ............................................ 57 3............................................

........... 8....................................................................... 311 311 312 315 317 324 329 332 337 343 343 344 348 357 361 364 366 371 373 373 376 385 393 ...........7 Data Anomalies and Suppressing Parameters .............................6 Large Sample Sizes and Chi Square When the Null Model is False ....................8 Frequency of Frequencies Distribution ................ and Logit Chi Square ....... 9......................... Modified Chi Square................... 6.....................................1 Introduction ................................ 11.............2 First-Order Markov Models .4 Agreement as a Special Case of Association..........................8 Necessary Developments ...................... 10......................4 Summary ........................................................ 6...........2 Simplicity in Model Building ...........................................3 Higher-Order Markov Models......................................... 6...4 Markov Models with a Single Sequence of Transitions ....... 10....................................1 Introduction ................................................... 257 257 261 267 270 273 8 ANALYSIS OF SQUARE TABLES: SYMMETRY AND MARGINAL HOMOGENEITY ......................................... 6................................................... 11............2 Measures of Association for 2 x 2 Tables.........2 The Two-Sample Capture-Recapture Problem............. 6.............................2 Two-Dimensional Tables ........................................................6 Exact Theory for Tests Based on Conditional Distributions ..............................................................4 The Three-Sample Census ...... 7....................5 The General Multiple Recapture Problem ........................................ 7..................................................... 229 229 231 236 237 246 254 7 MODELS FOR MEASURING CHANGE ........ 9............................................... 11....6 Discussion .......2 The Information-Theoretic Approach ................................................................. 9.... 10.....3 Three-Dimensional Tables ............................. 8.....................................................................................6 ESTIMATING THE SIZE OF A CLOSED POPULATION ..................................................................................... 7.................1 Introduction .. 8...1 Introduction ......................... 10............. OTHER METHODS FOR ESTIMATION AND TESTING IN CROSS-CLASSIFICATIONS ......................................5 Testing via Partitioning of Chi Square ..........3 Searching for Sampling Models ................................................3 Measures of Association for I x J Tables .... 10.................4 Fitting and Testing Using the Same Data ............................................................................................................5 Too Good a Fit .................................................................... 6............. 9..........1 Introduction ......... 7........... 9........................ 9...................... 9...................1 Introduction ..... 11.....3 Minimizing Chi Square..................................... 10.........................................5 Other Models ...... 281 281 282 299 309 9 10 11 MODEL SELECTION AND ASSESSING CLOSENESS OF FIT: PRACTICAL ASPECTS ..................................................................................... 9............................................................ 10............7 Analyses Based on Transformed Proportions ...........................................................3 Conditional Maximum Likelihood Estimation of N ................................................................................... 8........................ MEASURES OF ASSOCIATION AND AGREEMENT................................ 7......................4 The Logistic Model and How to Use It .................... 10..................

.............. 12.......9 Asymptotic Distribution of Multinomial Goodness-of-Fit Tests .....12 PSEUDO-BAYES ESTIMATES OF CELL PROBABILITIES .................. 13.......... 13..........2 The Binomial Distribution ...............................................5 The Hypergeometric Distribution .............. 14.. 12.......................................................................5 Convergence of Moments.........................................................................................2 Bayes and Pseudo-Bayes Estimators .....................................................................................................................4 The Op............6 The Multivariate Hypergeometric Distribution ............................................................ 14.................................1 Introduction .3 Asymptotic Results for Pseudo-Bayes Estimators...................................... op Notation for Stochastic Sequences........................................................... 13............... 13............................ 13............................. 13.................................. 14.................................................................... 12....................................................... 13.................................................................... 13...3 The Poisson Distribution ..........................................................................5 Data-Dependent λ’s.................. 551 ....................................................................................... 12.......................... 543 AUTHOR INDEX ................................................................ 14................................................ 12...........8 Asymptotic Behavior of Multinomial Maximum Likelihood Estimators ............... o Notation ...............2 The O.. 14........4 The Multinomial Distribution ........3 Convergence of Stochastic Sequences.......................................................... 14................7 Recent Results and Some Advice ................... 12.... 14.. 12........1 Introduction ..... 457 457 458 463 475 484 486 502 509 513 REFERENCES ...................6 The d Method for Calculating Asymptotic Distributions ...7 General Framework for Multinomial Estimation and Testing ....... 14.... 531 INDEX TO DATA SETS ......................... 14.................................................................. 401 401 404 410 416 419 426 429 13 SAMPLING MODELS FOR DISCRETE DATA .........................................................................................................................1 Introduction ....................................................8 The Negative Multinomial Distribution ..............................4 Small-Sample Results .......................... 547 SUBJECT INDEX ..........................6 Another Example: Two Social Mobility Tables ...............................................................7 The Negative Binomial Distribution.................................. 435 435 435 438 441 448 450 452 454 14 ASYMPTOTIC METHODS ..............................

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