Statistical evidence in contingency tables analysis |
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Authors: | M. Kateri N. Balakrishnan |
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Affiliation: | 1. Department of Statistics and Insurance Science, University of Piraeus, 80 Karaoli & Dimitriou Str., 185 34 Piraeus, Greece;2. Department of Mathematics and Statistics, McMaster University, 1280 Main Street West, Hamilton, Ont., Canada L8S 4K1 |
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Abstract: | The likelihood ratio is used for measuring the strength of statistical evidence. The probability of observing strong misleading evidence along with that of observing weak evidence evaluate the performance of this measure. When the corresponding likelihood function is expressed in terms of a parametric statistical model that fails, the likelihood ratio retains its evidential value if the likelihood function is robust [Royall, R., Tsou, T.S., 2003. Interpreting statistical evidence by using imperfect models: robust adjusted likelihood functions. J. Roy. Statist. Soc. Ser. B 65, 391–404]. In this paper, we extend the theory of Royall and Tsou [2003. Interpreting statistical evidence by using imperfect models: robust adjusted likelihood functions. J. Roy. Statist. Soc., Ser. B 65, 391–404] to the case when the assumed working model is a characteristic model for two-way contingency tables (the model of independence, association and correlation models). We observe that association and correlation models are not equivalent in terms of statistical evidence. The association models are bounded by the maximum of the bump function while the correlation models are not. |
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Keywords: | Independence Association models Correlation models The Law of Likelihood Misleading evidence Robust likelihood function Adjusted likelihood |
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