An importance sampling algorithm for exact conditional tests in log-linear models
对数线性模型精确条件检验的重要性抽样算法
SUMMARY A simple but quite general simulation method for conducting exact conditional lackof-fit tests in log-linear models is proposed. Our Monte Carlo approximation utilises an importance sampling method motivated by the crude normal approximation to the Poisson distribution. Examples considered include tests of quasi-symmetry and related models for square tables and tests concerning higher-order interactions in multi-way tables. The method is competitive with direct…