hmmm: An R Package for Hierarchical Multinomial Marginal Models

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 indepe...

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Bibliographic Details
Main Authors: Roberto Colombi, Sabrina Giordano, Manuela Cazzaro
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2014-09-01
Series:Journal of Statistical Software
Online Access:http://www.jstatsoft.org/index.php/jss/article/view/2169
Description
Summary: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 also serves the need of estimating and testing HMM models under equality and inequality constraints on marginal interactions.
ISSN:1548-7660