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Large sample bias of maximum likelihood estimates from a series of sparse I\(\times J\) tables. (English) Zbl 0611.62063

For a large series of \(I\times J\) tables, each containing two observations, the bias of the maximum likelihood estimates of log linear partial association parameters is shown to be equal to the parameters, regardless of the size of I and J. The partial association considered is that between row and column variables; the three way interactions are assumed to be 0. This is a generalization of E. B. Andersen’s results for a series of \(2\times 2\) tables [Conditional inferences for multiple-choice questionaires. J. Math. Stat. Psychol. 26, 31-44 (1973); Conditional inference and models for measuring. Copenhagen (1973)].

MSC:

62H17 Contingency tables
62H12 Estimation in multivariate analysis
Full Text: DOI

References:

[1] Andersen E.B., Conditional inference and models for measuring (1973)
[2] Andersen E.B., Journal of Mathematical and Statistical Psychology 26 pp 31– (1973) · doi:10.1111/j.2044-8317.1973.tb00504.x
[3] Breslow N.E., Biometrika 68 pp 73– (1981) · Zbl 0461.62031 · doi:10.1093/biomet/68.1.73
[4] Pike M.C., International Journal of Epidemiology 9 pp 89– (1980) · doi:10.1093/ije/9.1.89
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