Cda 13

大綱
Chapter 7 Building and Applying Logit and Loglinear Models
離散資料分析
Categorical Data Analysis
陳俞成
Email:ycchen@mail.chna.edu.tw
2005.12.26
陳俞成 Email:ycchen@mail.chna.edu.tw 離散資料分析 Categorical Data Analysis

大綱

§7.1 Association Graphs and Collapsibility
§7.2 Model Ordinal Associations

大綱 §7.1 Association Graphs and Collapsibility
Chapter 7 Building and Applying Logit and Loglinear Models §7.2 Model Ordinal Associations
Building and Applying Logit and Loglinear

Models
I §7.1 introduces graphical representations that
portray a model’s association and conditional
independence patterns.
I §7.2 presents a loglinear model of association
between ordinal variables.
I §7.3 presents tests of the hypothesis of
conditional independence in three-way tables for
nominal and ordinal variables.
Building and Applying Logit and Loglinear

Models
I §7.4 discusses the effects on model parameter

estimates and goodness-of-fit statistics of small
samples or zero cell counts.
I §7.5 summarizes theory underlying the fitting of
logit and loglinear models and their use for
large-sample inference.

§7.1.1 Association Graphs
I An association graph for a loglinear model has a

set of vertices, each vertex representing a
variable.
I There are as many vertices as dimensions of the
contingency table.
I An edge connecting two vertices represents a
partial association between the corresponding
two variables.

I For a four-way table with variables W , X , Y , Z ,

the loglinear model (WX , WY , WZ , YZ ) lacks
X − Y and X − Z association terms.
I The association graph is
Y
X W
@
@
Z.
I Two loglinear models that have the same pairwise

associations have the same association graph.
I For instance: (WX , WY , WZ , YZ ) and
(WX , WYZ ) have the same association graph.

I A path in an association graph is a sequence of

edges leading from one variable to another.
I Two variables X and Y are said to be separated
by a subset of variables if all paths connecting X
and Y intersect that subset.

I For instance, in the above graph, W and {W , Z }

separate X and Y .
I Two variables are conditionally independent given
any subset of variables that separates them.

I For loglinear model (WX , XY , YZ ), its

association graph is
W X Y Z.
I W and Z are independent given X alone or given
Y alone or given both X and Y .
I W and Y are independent, given X alone or
given X and Z ; X and Z are independent, given
Y alone or given Y and W .

§7.1.2 Collapsibility in Three-way Tables
I The collapsibility conditions imply that the

association is unchanged when we combine the
partial tables.
I For three-way tables, X − Y marginal and partial
odds ratios are identical if either Z and X are
conditionally independent or if Z and Y are
conditionally indpendent.

§7.1.2 Collapsibility in Three-way Tables
I These conditions correspond to loglinear models

(XY , YZ ) and (XY , XZ ) with association graph
X ——Y ——Z and Y ——X ——Z or even
simpler models but not for the model with graph
X ——Z ——Y in which an edge connects Z to
both X and Y .
I When a model contains all two-factor effects,
collapsing over any variable may cause effects to
change.
§7.1.3 Collapsibility and Logit Models

I The logit model logit(π) = α + βiX + βkZ for the
probability π that Y is a “success” assumes that
treatment effects are the same for each level of
control.
I This logit model corresponds to loglinear model
(XY , XZ , YZ ).
I The estimated X − Y odds ratio, exp(β̂1X − β̂2X ),
differs from the sample odds ratio in the marginal
2 × 2 table relating X and Y .
§7.1.3 Collapsibility and Logit Models
I The logit model logit(π) = α + βiX is equivelent

to loglinear model (XY , XZ ) with association
graph Y ——X —–Z , for which the X − Y
association is collapsible.

§7.1.4 Collapsibility and Association

Graphs for Multiway Tables
I Suppose that variables in a model for a multiway table

partition into three mutually exclusive subsets, A, B, C ,
such that B separates A and C ; thus, the model does not
contain parameters linking variables from A with variables
from C . When one collapses the table over the variables in
C , model parameters relating variables in A and model
parameters relating variables in A with variables in B are
unchanged.


I For model (WX , WY , WZ , YZ ) with association

graph
Y
X W
@
@
Z.


I Let A = {X },B = {W }, and C = {Y , Z }. If we

collapse over Y and Z , the W − X association is
unchanged.
I Let A = {Y , Z }, B = {W },C = {X }. Partial
association among W , Y , and Z remain the
same when the table is collapsed over X .


I When the set B contains more than one variable,

the collapsibility conditions require a slight
qualifier.


I Though the true parameter values are unchanged

when one collapses over set C , the ML estimates
of those parameters may differ slightly.(The
estimates are also identical if the model contains
the highest-order term relating variables in B to
each other.)

§7.1.5 Model Building for the Dayton

Drug-Use Example
Table 7.1 Alcohol, Cigarette, and Marijuana Use for High School Seniors by Gender
and Race
Race White Other
Gender Female Male Female Male
Alcohol Cigarette Marijuana Use
Use Use Yes No Yes No Yes No Yes No
Yes Yes 405 268 453 228 23 23 30 19

No 13 218 28 201 2 19 1 18
No Yes 1 17 1 17 0 1 1 8
No 1 117 1 133 0 12 0 17
Soruce : Prof. Harry Khamis, Wright State University


Drug-Use Example
I We treat A, C , and M as response variables and

G and R as explanatory variables.
I Since G and R are explanatory, it does not make
sense to estimate association or assume
conditional independence for that pair.


Drug-Use Example
I It follows from remarks near the end of §6.5.4

that a model should contain the G − R term.
I Including this term forces the G − R fitted
marginal totals to be the same as the
corresponding sample marginal totals.


Drug-Use Example
Table 7.2 Goodness-of-Fit Tests for Loglinear Models Relating Alcohol(A),
Cigarette(C ),and Marijuana(M) Use, by Gender(G ) and Race(R)
Model G2 df
1.Mutual Independence +GR 1325.1 25

2.Homogeneous Association 15.3 16
3.All Three-Factor Terms 5.3 6
4a.(2)−AC 201.2 17
4b.(2)−AM 107.0 17
4c.(2)−CM 513.5 17
4d.(2)−AG 18.7 17
4e.(2)−AR 20.3 17
4f.(2)−CG 16.3 17
4g.(2)−CR 15.8 17
4h.(2)−GM 25.2 17
4i.(2)−MR 18.9 17
5.(AC , AM, CM, AG , AR, GM, GR, MR) 16.7 18
6.(AC , AM, CM, AG , AR, GM, GR) 19.9 19
7.(AC , AM, CM, AG , AR, GR) 28.8 20

Model Ordinal Associations

Table 7.3 Fit of Independence Model and Adjusted Residuals for Opinion about
Premarital Sex and Availability of Teenage Birth Control
Teenage Birth Control
Strongly Strongly
Premarital Sex Disagree Disagree Agree Agree
Always wrong 81 68 60 38
(42.4) (51.2) (86.4) (67.0)
7.6 3.1 −4.1 −4.8
Almost always wrong 24 26 29 14
(16.0) (19.3) (32.5) (25.2)
2.3 1.8 −0.8 −2.8
Wrong only sometimes 18 41 74 42
(30.1) (36.3) (61.2) (47.4)
−2.7 1.0 2.2 −1.0
Not wrong at all 36 57 161 157
(70.6) (85.2) (143.8) (111.4)
−6.1 −4.6 2.4 6.8
source : 1991 General Social Survey.

Model Ordinal Associations

I For these data, the loglinear model of
independence log µij = λ + λXi + λYj , which we
denote by I , has goodness-of-fit statistics
G 2 (I ) = 127.6 and X 2 (I ) = 128.7, based on
df = 9.
I The model fits poorly, providing strong evidence
of dependence.
I Adding the ordinary association term makes the
model saturated and of little use.
§7.2.1 Linear-by-Linear Association
I For an ordinal loglinear model for two-way tables,

we assign scores {ui } to the I rows and {vj } to
the J columns.
I To reflect category orderings, u1 ≤ u2 ≤ · · · ≤ uI
and v1 ≤ v2 ≤ · · · ≤ vJ .
I The model is log µij = λ + λXi + λYj + βui vj .

I The indepenence model is the specil case β = o.

I The final term βui vj represents the deviation of
log µij from independence.

I The deviation is linear in the Y scores at a fixed

level of X and linear in the X scores at a fixed
level of Y .
I It is called the linear-by-linear association model
(abbreviated, L × L).
I The model has its greatest departures from
independence in the corners of the table.

I When β > 0, there is a tendency for Y to

increase as X increases.
I When β < 0, there is a tendency for Y to
decrease as X increases.
I When the data display a positive or negative
trend, this model usually fits much better than
the independence model.

I For the I × J table using the cells intersecting

rows a and c with columns b and d, the model
has odds ratio equal to
µab µcd
µad µcb = exp[β(uc − ua )(vd − vb )].
I The association is stronger as |β| increases.
I For given β, pairs of categories that are farther
apart have greater differences between their
scores and odds ratios farther from 1.

I In practice, the most common choice of scores is

{ui = i} and {vj = j}.
I The odds ratios formed using adjacent rows and
adjacent columns are called local odds ratios.
I For unit-spaced scores, e β is the common value
of all the local odds ratios.

I Any set of equally-spaced row and columns scores

has the property of uniform local odds ratios.
I This special case of the model is called uniform
association.

I Fitting the linear-by-linear association model

requires iterative methods.
I The model’s fitted values, like those for the
independence model, have the same row and
column totals as the observed data.

I The correlation between the row scores for X

and the column scores for Y is the same for the
observed counts as it is for the joint distribution
given by the fitted counts.
I The fitted counts display the same positive or
negative trend as the observed data.

I The fitted counts exactly satisfy the odds ratio

pattern exp[β(uc − ua )(vd − vb )] implied by the
model.
I Since the model has one more parameter(β) than
the independence model, its residual
df = IJ − I − J are 1 less; it is unsaturated
whenever I > 2 or J > 2.

§7.2.2 Sex Opinions Example

Table 7.4 Fit of Linear-by-Linear Association Model for Table 7.3
Teenage Birth Control
Strongly Strongly
Premarital Sex Disagree Disagree Agree Agree
Always wrong 81 68 60 38
(80.9) (67.3) (69.4) (29.1)
Almost always wrong 24 26 29 14
(20.8) (23.1) (31.5) (17.6)
Wrong only sometimes 18 41 74 42
(24.4) (36.1) (65.7) (48.8)
Not wrong at all 36 57 161 157
(33.0) (65.1) (157.4) (155.5)
−6.1 −4.6 2.4 6.8
source : 1991 General Social Survey.

I Using row scores {1,2,3,4} and column scores

{1,2,3,4}, the goodness-of-fit statistics for this
uniform association version of the model are
G 2 (L × L) = 11.5 and X 2 (L × L) = 11.5, with
df = 8.
I Compared to the independence model
G 2 (I ) = 127.6 with df = 9.

I The ML estimate of the association parameter is

β̂ = 0.286, with ASE = 0.028.
I The estimated local odds ratio is
exp(β̂) = exp(0.286) = 1.33.
I Nonlocal odds ratios are stronger. For instance,
the estimated odds ratio for the four corner cells
equals exp[β̂(u4 − u1 )(v4 − v1 )] =
exp[0.286(4 − 1)(4 − 1)] = exp(2.57) = 13.1.

I Two sets of scores having the same spacings

yield the same estimate of β and the same fit.
I {u1 = 1, u2 = 2, u3 = 3, u4 = 4} yields the same
results as
{u1 = −1.5, u2 = −0.5, u3 = 0.5, u4 = 1.5}.

I Any other sets of equally spaced scores yield the

same fit but an appropriately rescaled estimate of
β, so that the fitted odds ratios do not change.
I The row score{2,4,6,8} with {vj = j} also yield
G 2 = 11.5, but have β̂ = 0.143 with standard
error 0.014(both half as large).

I It is not necessary to use equally-spaced scores in

the L × L model.
I Using scores {1,2,4,5} to the row and column
categories, the L × L model has G 2 = 8.8.
I More general methods, not discussed here, treat
the row and/or column scores as parameters
estimated using the data.

§7.2.3 Ordinal Tests of Independence
I For the linear-by-linear association model, the

hypothesis of independence is H0 : β = 0.
I The likelihood-ratio test statistic equals
G 2 (I |L × L) = G 2 (I ) − G 2 (L × L).
I This statistic refers to a single parameter(β), and
is based on df = 1.

I For Table 7.3, the reduction is

127.6 − 11.5 = 116.1.
I This has P < 0.0001, extremely strong evidence
of an association.

I The Wald statistic z 2 = (β̂/ASE )2 provides an

alternative test for this hypothesis.
I It is also a chi-squared statistic with df = 1.
I For Table 7.3, z 2 = (0.286/0.0282)2 = 102.4,
also showing strong evidence of a positive trend.

I The correlation statistics M 2 = (n − 1)r 2 for

testing independence with ordinal data is usually
similar to the likelihood-ratio and Wald statistics
for testing β = 0 in this model.(In fact, it is the
efficient score statistic.)
I For Table 7.3, M 2 = 112.6, also based on
df = 1.

I Generalizations of the linear-by-linear association

model exist for multi-way tables.
I We discuss one of thses in the following section.
I §8.2 and 8.3 present other ways of using
ordinality, based on models that creat logits for
an ordinal response variable.

Summary
I §7.1 Association Graphs and Collapsibility

I §7.2 Model Ordinal Associations

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大綱

Chapter 7 Building and Applying Logit and Loglinear Models

陳俞成 Email:ycchen@mail.chna.edu.tw 離散資料分析 Categorical Data Analysis

Chapter 7 Building and Applying Logit and Loglinear Models

陳俞成 Email:ycchen@mail.chna.edu.tw 離散資料分析 Categorical Data Analysis

Building and Applying Logit and Loglinear

Building and Applying Logit and Loglinear

I §7.4 discusses the effects on model parameter

陳俞成 Email:ycchen@mail.chna.edu.tw 離散資料分析 Categorical Data Analysis

§7.1.1 Association Graphs

I An association graph for a loglinear model has a

陳俞成 Email:ycchen@mail.chna.edu.tw 離散資料分析 Categorical Data Analysis

§7.1.1 Association Graphs

I For a four-way table with variables W , X , Y , Z ,

§7.1.1 Association Graphs

I Two loglinear models that have the same pairwise

陳俞成 Email:ycchen@mail.chna.edu.tw 離散資料分析 Categorical Data Analysis

§7.1.1 Association Graphs

I A path in an association graph is a sequence of

陳俞成 Email:ycchen@mail.chna.edu.tw 離散資料分析 Categorical Data Analysis

§7.1.1 Association Graphs

I For instance, in the above graph, W and {W , Z }

陳俞成 Email:ycchen@mail.chna.edu.tw 離散資料分析 Categorical Data Analysis

§7.1.1 Association Graphs

I For loglinear model (WX , XY , YZ ), its

陳俞成 Email:ycchen@mail.chna.edu.tw 離散資料分析 Categorical Data Analysis

§7.1.2 Collapsibility in Three-way Tables

I The collapsibility conditions imply that the

陳俞成 Email:ycchen@mail.chna.edu.tw 離散資料分析 Categorical Data Analysis

§7.1.2 Collapsibility in Three-way Tables

I These conditions correspond to loglinear models

§7.1.3 Collapsibility and Logit Models

§7.1.3 Collapsibility and Logit Models

I The logit model logit(π) = α + βiX is equivelent

陳俞成 Email:ycchen@mail.chna.edu.tw 離散資料分析 Categorical Data Analysis

§7.1.4 Collapsibility and Association

I Suppose that variables in a model for a multiway table

陳俞成 Email:ycchen@mail.chna.edu.tw 離散資料分析 Categorical Data Analysis

§7.1.4 Collapsibility and Association

I For model (WX , WY , WZ , YZ ) with association

陳俞成 Email:ycchen@mail.chna.edu.tw 離散資料分析 Categorical Data Analysis

§7.1.4 Collapsibility and Association

I Let A = {X },B = {W }, and C = {Y , Z }. If we

陳俞成 Email:ycchen@mail.chna.edu.tw 離散資料分析 Categorical Data Analysis

§7.1.4 Collapsibility and Association

I When the set B contains more than one variable,

陳俞成 Email:ycchen@mail.chna.edu.tw 離散資料分析 Categorical Data Analysis

§7.1.4 Collapsibility and Association

I Though the true parameter values are unchanged

陳俞成 Email:ycchen@mail.chna.edu.tw 離散資料分析 Categorical Data Analysis

§7.1.5 Model Building for the Dayton

Race White Other

Gender Female Male Female Male

Alcohol Cigarette Marijuana Use

Use Use Yes No Yes No Yes No Yes No

Yes Yes 405 268 453 228 23 23 30 19

陳俞成 Email:ycchen@mail.chna.edu.tw 離散資料分析 Categorical Data Analysis

§7.1.5 Model Building for the Dayton

I We treat A, C , and M as response variables and

陳俞成 Email:ycchen@mail.chna.edu.tw 離散資料分析 Categorical Data Analysis

§7.1.5 Model Building for the Dayton

I It follows from remarks near the end of §6.5.4