摘要
In this paper, we propose an information-theoretic-criterion-based modelselection procedure for log-linear model of contingency tables under multinomial sampling, andestablish the strong consistency of the method under some mild conditions. An exponential bound ofmiss detection probability is also obtained. The selection procedure is modified so that it can beused in practice. Simulation shows that the modified method is valid. To avoid selecting the penaltycoefficient in the information criteria, an alternative selection procedure is given.
基金
This research is partially supported by National Natural Science Foundation of China (10171094),
Ph.D. Program Foundation of Ministry of Education of China and Special Foundations of the Chinese Academy of Sciences
USTC.
