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The standard values of the parameters in the model

Since it can be demonstrated that the û estimated parameters are asymptotically normally distributed [Bishop, Fienberg & Holland 1975], the standard values are also normally distributed. The ratio is
\begin{displaymath}
 s (\hat{u})
 = \frac{\hat{u}}{\sqrt{\hat{\sigma}^2(\hat{u})}}. \end{displaymath}

Calculating now for ^
uX(1)
 
in the numerical example, we obtain
s ( ^
u
 

X(1) 
) =
.77
  ____
Ö.014
= 6.42 .

The parameter estimate is highly significant (p < .001), that is to say, the size of the effect, represented by ûX(1) , reflects the size of the marginal total (n1. = 100), that for category 1 of variable X is the largest.


Next: Three dimensional tables Up: Log-linear models for two-dimensional Previous: The estimated variance of
.
ODL-Team
Wed Jan 12 2000