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12
Binary models for marginal independence
 JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B
, 2005
"... A number of authors have considered multivariate Gaussian models for marginal independence. In this paper we develop models for binary data with the same independence structure. The models can be parameterized based on Möbius inversion and maximum likelihood estimation can be performed using a versi ..."
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Cited by 16 (2 self)
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A number of authors have considered multivariate Gaussian models for marginal independence. In this paper we develop models for binary data with the same independence structure. The models can be parameterized based on Möbius inversion and maximum likelihood estimation can be performed using a version of the Iterated Conditional Fitting algorithm. The approach is illustrated on a simple example. Relations to multivariate logistic and dependence ratio models are discussed.
Computing Maximum Likelihood Estimates in loglinear models
, 2006
"... We develop computational strategies for extended maximum likelihood estimation, as defined in Rinaldo (2006), for general classes of loglinear models of widespred use, under Poisson and productmultinomial sampling schemes. We derive numerically efficient procedures for generating and manipulating ..."
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Cited by 13 (3 self)
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We develop computational strategies for extended maximum likelihood estimation, as defined in Rinaldo (2006), for general classes of loglinear models of widespred use, under Poisson and productmultinomial sampling schemes. We derive numerically efficient procedures for generating and manipulating design matrices and we propose various algorithms for computing the extended maximum likelihood estimates of the expectations of the cell counts. These algorithms allow to identify the set of estimable cell means for any given observable table and can be used for modifying traditional goodnessoffit tests to accommodate for a nonexistent MLE. We describe and take advantage of the connections between extended maximum likelihood
Three Centuries of Categorical Data Analysis: Loglinear Models and Maximum Likelihood Estimation
"... The common view of the history of contingency tables is that it begins in 1900 with the work of Pearson and Yule, but it extends back at least into the 19th century. Moreover it remains an active area of research today. In this paper we give an overview of this history focussing on the development o ..."
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Cited by 7 (3 self)
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The common view of the history of contingency tables is that it begins in 1900 with the work of Pearson and Yule, but it extends back at least into the 19th century. Moreover it remains an active area of research today. In this paper we give an overview of this history focussing on the development of loglinear models and their estimation via the method of maximum likelihood. S. N. Roy played a crucial role in this development with two papers coauthored with his students S. K. Mitra and Marvin Kastenbaum, at roughly the midpoint temporally in this development. Then we describe a problem that eluded Roy and his students, that of the implications of sampling zeros for the existence of maximum likelihood estimates for loglinear models. Understanding the problem of nonexistence is crucial to the analysis of large sparse contingency tables. We introduce some relevant results from the application of algebraic geometry to the study of this statistical problem. 1
Algebraic Statistics for a Directed Random Graph Model with Reciprocation
"... The p1 model is a directed random graph model used to describe dyadic interactions in a social network in terms of effects due to differential attraction (popularity) and expansiveness, as well as an additional effect due to reciprocation. In this article we carry out an algebraic statistics analys ..."
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Cited by 2 (1 self)
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The p1 model is a directed random graph model used to describe dyadic interactions in a social network in terms of effects due to differential attraction (popularity) and expansiveness, as well as an additional effect due to reciprocation. In this article we carry out an algebraic statistics analysis of this model. We show that the p1 model is a toric model specified by a multihomogeneous ideal. We conduct an extensive study of the Markov bases for p1 models that incorporate explicitly the constraint arising from multihomogeneity. We consider the properties of the corresponding toric variety and relate them to the conditions for existence of the maximum likelihood and extended maximum likelihood estimator. Our results
Maximum Likelihood Estimation in Network Models
"... We study maximum likelihood estimation for the statistical model for both directed and undirected random graph models in which the degree sequences are minimal sufficient statistics. In the undirected case, the model is known as the beta model. We derive necessary and sufficient conditions for the e ..."
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Cited by 1 (1 self)
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We study maximum likelihood estimation for the statistical model for both directed and undirected random graph models in which the degree sequences are minimal sufficient statistics. In the undirected case, the model is known as the beta model. We derive necessary and sufficient conditions for the existence of the MLE that are based on the polytope of degree sequences, and wecharacterize in a combinatorial fashion sample points leading to a nonexistent MLE, and nonestimability of the probability parameters under a nonexistent MLE. We formulate conditions that guarantee that the MLE exists with probability tending to one as the number nodes increases. By reparametrizing the beta model as a loglinear model under product multinomial sampling scheme, we are able to provide usable algorithms for detecting nonexistence of the MLE and for identifying nonestimable parameters. We illustrate our approach on other random graph models for networks, such as the Rasch model, the BradleyTerry model and the more general p1 model of Holland and Leinhardt (1981).
Algebraic Bayesian analysis of contingency tables with possibly zeroprobability cells
, 2007
"... Abstract: In this paper we consider a Bayesian analysis of contingency tables allowing for the possibility that cells may have probability zero. In this sense we depart from standard loglinear modeling that implicitly assumes a positivity constraint. Our approach leads us to consider mixture models ..."
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Cited by 1 (0 self)
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Abstract: In this paper we consider a Bayesian analysis of contingency tables allowing for the possibility that cells may have probability zero. In this sense we depart from standard loglinear modeling that implicitly assumes a positivity constraint. Our approach leads us to consider mixture models for contingency tables, where the components of the mixture, which we call modelinstances, have distinct support. We rely on ideas from polynomial algebra in order to identify the various model instances. We also provide a method to assign prior probabilities to each instance of the model, as well as describing methods for constructing priors on the parameter space of each instance. We illustrate our methodology through a 5×2 table involving two structural zeros, as well as a zero count. The results we obtain show that our analysis may lead to conclusions that are substantively different from those that would obtain in a standard framework, wherein the possibility of zeroprobability cells is not explicitly accounted for.
Multivariate Gaussians, Semidefinite Matrix Completion, and Convex Algebraic Geometry
, 2009
"... We study multivariate normal models that are described by linear constraints on the inverse of the covariance matrix. Maximum likelihood estimation for such models leads to the problem of maximizing the determinant function over a spectrahedron, and to the problem of characterizing the image of th ..."
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We study multivariate normal models that are described by linear constraints on the inverse of the covariance matrix. Maximum likelihood estimation for such models leads to the problem of maximizing the determinant function over a spectrahedron, and to the problem of characterizing the image of the positive definite cone under an arbitrary linear projection. These problems at the interface of statistics and optimization are here examined from the perspective of convex algebraic geometry.
Computing Maximum Likelihood Estimates in loglinear models
"... We develop computational strategies for extended maximum likelihood estimation, as defined in Rinaldo (2006), for general classes of loglinear models of widespred use, under Poisson and productmultinomial sampling schemes. We derive numerically efficient procedures for generating and manipulating ..."
Abstract
 Add to MetaCart
We develop computational strategies for extended maximum likelihood estimation, as defined in Rinaldo (2006), for general classes of loglinear models of widespred use, under Poisson and productmultinomial sampling schemes. We derive numerically efficient procedures for generating and manipulating design matrices and we propose various algorithms for computing the extended maximum likelihood estimates of the expectations of the cell counts. These algorithms allow to identify the set of estimable cell means for any given observable table and can be used for modifying traditional goodnessoffit tests to accommodate for a nonexistent MLE. We describe and take advantage of the connections between extended maximum likelihood