In this paper we show how complete hierarchical multinomial marginal (HMM) models for categorical variables can be defined, estimated and tested using the R package hmmm. Models involving equality and inequality constraints on marginal parameters are needed to define hypotheses of conditional independence, stochastic dominance or notions of positive dependence, or when the parameters are allowed to depend on covariates. The hmmm package serves the need of estimating and testing HMM models under equality and inequality constraints on marginal interactions.

hmmm: An R Package for hierarchical multinomial marginal models

GIORDANO, Sabrina;
2014

Abstract

In this paper we show how complete hierarchical multinomial marginal (HMM) models for categorical variables can be defined, estimated and tested using the R package hmmm. Models involving equality and inequality constraints on marginal parameters are needed to define hypotheses of conditional independence, stochastic dominance or notions of positive dependence, or when the parameters are allowed to depend on covariates. The hmmm package serves the need of estimating and testing HMM models under equality and inequality constraints on marginal interactions.
marginal models; chi bar distributions
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/20.500.11770/138141
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