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Author(s): R. W. M. Wedderburn
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Source: Journal of the Royal Statistical Society. Series B (Methodological), Vol. 36, No. 3
(1974), pp. 449-454
Published by: Wiley-Blackwell for the Royal Statistical Society
Stable URL: http://www.jstor.org/stable/2984931 .
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1974] 449
By R. W. M. WEDDERBURN
RothamstedExperimentalStation
[Received December 1972. Final revision December 1973]
SUMMARY
A modification ofthemethodofNelderand Wedderburn (1972)is givenfor
modelswiththesameerrordistributions
fitting as discussedtherebutwith
thesystematic partofthemodelsspecifiedin termsofconstraints. It is pos-
sibleto fitthesebythemethoddescribed byNelderand Wedderburn using
iterativeweighted butit turnsout to be simplerto replaceeach
regression,
regression calculationofthatmethodbyanotherone withtheproperty that
thefittedvaluesof one regressioncalculationare theresidualsof theother
andviceversa.Themethodis appliedto testing formarginal homogeneity in
contingency tables.
Keywords: CONSTRAINED ESTIMATION; CONTINGENCY TABLES; GENERALIZED LINEAR
MODELS; LINEAR MODELS; MARGINALHOMOGENEITY; MAXIMUMLIKELIHOOD;
REGRESSION; WEIGHTED LEAST SQUARES
INTRODUCTION
IN 1972 Nelder and Wedderburndefineda class of models for whichmaximum
procedurein whicheach iteration
likelihoodestimatescan be obtainedby an iterative
involvedcalculatinga weightedlinearregression.These modelshad a randomcom-
ponent specifying the distribution
of the observations.Several distributionswere
possible includingthe normal,Poisson, binomial and gamma distributions.The
systematic part of the modelsspecifiedthatsome functionof the meanswas linear
in a set of parameters.This resultgeneralizedthe resultsof Nelder (1968) and the
well-known methodforobtainingmaximumlikelihoodestimatesin probitanalysis.
Otherexampleswerevariousmodelsinvolvingcontingency tables wherethe effects
were additiveon a log scale, the inversepolynomialmodels of Nelder (1966) and
modelsinvolvingsumsof squareswhichhad a x2 or gammadistribution.
This paper considersmodelsin whichthe systematic componentof the model is
definedby a set of linearconstraints.Afterconsideringthe case of normallinear
modelsspecifiedin thisway,theextensionto moregeneralmodelscomes naturally.
As an examplethemethodis appliedto testingformarginalhomogeneity in contin-
gencytables.
on X, and usingweights
(d} )2 (7)
If we regardtheobservations
as comingfromPoissondistributions
withmeanmpi,
we obtaina log-likelihood
L*(pl, . . ., Pk, m) = E niInm-m +L(pl,, Pk)-
TABLE 1
Unaideddistancevisionof 7,477 womenaged 30-39 withfittedvalues(jij) in brackets
Lefteye
Highest Second Third Lowest
Righteye grade grade grade grade Total
TABLE 2
Distribution
ofsexes amongfirstfourbirthorders
k
M F
I
i j M F M F
M M 2,574 2,469 2,401 2,313 9,757
F 2,478 2,289 2,329 2,121 9,217
F M 2,340 2,258 2,276 2,209 9,083
F 2,253 2,084 2,107 2,035 8,479
weredoneusingtheGENSTATsystem
Thesecalculations developed
at Rothamsted,
whichincludesall thenecessary foriterative
facilities regression
by allowingthe
storing
ofresidualsorfitted arithmetic
values,general vectoroperationsandlooping.
4. CONCLUSION
Themethodofthispaperis anextensionofthatoriginally
describedforgeneralized
linearmodels.An applicationhas been described, namelythat of testingthe
hypothesis
of marginalhomogeneity of contingencytables. In the absenceof a
convenient
method forapplying maximum likelihood
to thisproblem, othermethods
haveproliferated.
No doubtotherapplicationsofthemethod (suchas one concerning
variance
component estimation byG. N. Wilkinson
tobe described elsewhere)willbe
found.
REFERENCES
BRUNT, D. (1917). The Combination of Observations. Cambridge:UniversityPress.
IRELAND, C. T., Ku, H. H. and KULLBACK, S. (1969). Symmetryand marginalhomogeneity ofan
r x r contingency table. J. Amer.Statist.Ass.,64, 1323-1341.
KULLBACK, S. (1971a). Marginalhomogeneity of multidimensional contingency
tables. Anil.
Math.Statist.,42, 594-606.
-- (1971b). The homogeneity of thesex ratioof adjacentsibs in humanfamilies.Biometrics,
27, 452-457.
NELDER,J. A. (1966). Inversepolynomials, a usefulgroupof multifactor responsefunctions.
Biometrics, 22, 128-141.
-- (1968). Weightedregression, quantalresponsedata, and inversepolynomials.Biometrics,
24, 979-985.
NELDER,J.A. and WEDDERBURN, R. W. M. (1972). Generalizedlinearmodels.J. R. Statist.Soc.
A, 135, 370-384.
STUART,A. (1955). A testforhomogeneity ofthemarginaldistributionsina two-wayclassification.
Biometrika, 42, 412-416.