BAYESIAN INFERENCE IN INCOMPLETE MULTI-WAY TABLES

Adrian Dobra, Claudia Tebaldi and Mike West

February 2003

We describe and illustrate approaches to Bayesian inference in multi-way contingency tables for which partial information, in the form of subsets of marginal totals, is available. In such problems, interest lies in questions of inference about the parameters of models underlying the table together with imputation for the individual cell entries. We discuss questions of structure related to the implications for inference on cell counts arising from assumptions about log-linear model forms, and a class of simple and useful prior distributions on the parameters of log-linear models. We then discuss ``local move'' and ``global move'' Metropolis-Hastings simulation methods for exploring the posterior distributions for parameters and cell counts, focusing particularly on higher-dimensional problems. As a by-product, we note potential uses of the ``global move'' approach for inference about numbers of tables consistent with a prescribed subset of marginal counts. Illustration and comparison of MCMC approaches is given, and we conclude with discussion of areas for further developments and current open issues.

Keywords: Bayesian inference; Disclosure limitation; Fixed margins problem; Imputation; Log-linear models; Markov basis; Markov chain Monte Carlo; Missing data.


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