From Markov moves in contingency tables to linear model estimability

R FONTANA; RAPALLO Fabio; M. P. ROGANTIN

From Markov moves in contingency tables to linear model estimability

R FONTANA
, RAPALLO Fabio
, M. P. ROGANTIN

Research output: Contribution to conference › Paper › peer-review

Abstract

The aim of this work is to highlight some interesting connections between contingency tables analysis and design of experiments. In particular, we consider two-way tables in correspondence to two-factor designs.We provide a condition that characterizes the estimability of the independence model for all saturated fractions.

Original language	English
Pages	1-4
Number of pages	4
Publication status	Published - 1 Jan 2012
Externally published	Yes
Event	XLVI Scientific Meeting of the Italian Statistical Society - Università La Sapienza, Roma Duration: 1 Jan 2012 → …

Conference

Conference	XLVI Scientific Meeting of the Italian Statistical Society
City	Università La Sapienza, Roma
Period	1/01/12 → …

Cite this

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AB - The aim of this work is to highlight some interesting connections between contingency tables analysis and design of experiments. In particular, we consider two-way tables in correspondence to two-factor designs.We provide a condition that characterizes the estimability of the independence model for all saturated fractions.

UR - https://iris.uniupo.it/handle/11579/13540

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EP - 4

T2 - XLVI Scientific Meeting of the Italian Statistical Society

Y2 - 1 January 2012

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From Markov moves in contingency tables to linear model estimability

Abstract

Conference

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