Jorge Magalhães
2003-Apr-16 14:04 UTC
[R] Discrete Multivariate Analysis (log-linear model)
I'm reading a old statistics book "MARVIN J. Karson (1982), Multivariate Statistical Methods, The IOWA State University Press, Iowa". In the chapter XI i can find some information about discrete multivariate analysis. This chapter is restricted to an introduction to log-linear models for analysis of multidimensional contingency tables. For example, in the log-linear model for the 3-way table e can test several Hypothesis: Note: MLE, maximum likelihood estimator Mijk: counts in the cell i, j, k Hypothesis # Hypothesis df MLE of Mijk 1 (ABC) (a-1)(b-1)(c-1) ---- 2 (AB)(ABC) (a-1)(b-1)c mi+k m+jk/m++k 3 (AC)(ABC) (a-1)(c-1)b mij+m+jk/m+j+ ..... 8 (AB)(AC)(BC)(ABC) abc-a-b-c+2 mi++m+j+m++k/n? .......... 18 for better understanding it, MARVIN gives an example:>From MARVIN (p.269):"Table X presents data from a national sample of n = 10524 respondents classified according to income A; mobility, B; and educational C. Each variable was categorized in two classes, with income classified as low <$12,500 and high otherwise, mobility classified as mobile if the respondent has made one or more moves over the last five years and nonmobile otherwise, and education classified as high scholl graduate or under versus some college or above. Table X Mobile (j=1) Nonmobile(j=2) High School College High School College k = 1 k=2 k=1 k=2 Low income (i=1) 1137 1091 2160 886 High income (i=2) 547 1415 1363 1925 M(111) = 1137 M(121) = 2160 and so on.... The satured model is: Lijk = ln Mijk Lijk = u + u(A)(i) + u(B)(j) + u(AB)(ij) + u(AC)(ik) + u(BC)(jk) +u(ABC)(ijk) For example, the independence hypothesis 8, states that income, mobility, and education are independent variables when grouped according to the given cross classification of low or high, mobile or nonmobile, and high or college. .....". end of citation My main questios is: how i can perform similar analysis in R environment. I want to test the hypothesis 8 and the all others. For each hypothesis, i want calculate de X^2 and G^2 and select the best model for fit the data moderately well. Note: G^2 = 2 SUM (mijk ln(mijk/Mijk)) Note: X^2 = SUM((mijk-E(Mijk))^2/E(Mijk)) Thanks very much, in advance. Jorge Magalh?es