Conditional Independence test for categorical data using Poisson log-linear model

Tsagris, Michail (2017): Conditional Independence test for categorical data using Poisson log-linear model. Published in: Journal of Data Science , Vol. 2, No. 15 (March 2017): pp. 347-356.

Abstract

We demonstrate how to test for conditional independence of two variables with categorical data using Poisson log-linear models. The size of the conditioning set of variables can vary from 0 (simple independence) up to many variables. We also provide a function in R for performing the test. Instead of calculating all possible tables with for loop we perform the test using the log-linear models and thus speeding up the process. Time comparison simulation studies are presented.

• Item Type: MPRA Paper
• Language: English
• Keywords: Conditional independence, categorical data, Poisson log-linear models
• Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C12 - Hypothesis Testing: General

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