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
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