Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Bayes tests of independence for contingency tables from small areas

  • Jo, Aejung (Department of Statistics, Kyungpook National University) ;
  • Kim, Dal Ho (Department of Statistics, Kyungpook National University)
  • Received : 2016.10.09
  • Accepted : 2016.11.01
  • Published : 2017.01.31
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Abstract

In this paper we study pooling effects in Bayesian testing procedures of independence for contingency tables from small areas. In small area estimation setup, we typically use a hierarchical Bayesian model for borrowing strength across small areas. This techniques of borrowing strength in small area estimation is used to construct a Bayes test of independence for contingency tables from small areas. In specific, we consider the methods of direct or indirect pooling in multinomial models through Dirichlet priors. We use the Bayes factor (or equivalently the ratio of the marginal likelihoods) to construct the Bayes test, and the marginal density is obtained by integrating the joint density function over all parameters. The Bayes test is computed by performing a Monte Carlo integration based on the method proposed by Nandram and Kim (2002).

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References

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  1. Bayesian test of homogenity in small areas: A discretization approach vol.28, pp.6, 2017, https://doi.org/10.7465/jkdi.2017.28.6.1547