A Constructive Procedure for Modeling Categorical Variables: Log-Linear and Logit Models

Abstract: Association between categorical variables in contingency tables is analyzed using the information identities based on multivariate multinomial distributions. A scheme of geometric decompositions of the information identities is developed to identify indispensable predictors and interaction effects in the construction of concise log-linear and logit models; it suggests a new approach for selecting parsimonious log-linear and logit models which would facilitate the search for the minimum AIC models as a byproduct. The proposed constructive schemes are illustrated along with the analysis of a contingency data table collected in a study on the risk factors of ischemic cerebral stroke.