Intrinsic Tests of Independence in Contingency Tables

نویسندگان

  • George Casella
  • Eĺıas Moreno
چکیده

For Bayesian testing of independence in contingency tables, the priors play an important role regardless of the sample size. The simplest default prior, the uniform prior on the simplex, may sometimes not give sensible answers. However, we show that intrinsic priors derived from the uniform greatly improve the performance of Bayesian tests. The intrinsic priors give more mass to alternative parameter values that are close to the null hypothesis, and less prior probability to extreme models, while maintaining consistency of the test. We also discuss conditioning issues and sampling schemes, and argue that conditioning should be on either one margin or the table total, but not on both margins. Examples using real and simulated data are given.

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تاریخ انتشار 2006