Marginal models for categorical data

Statistical models defined by imposing restrictions on marginal distributions of contingency tables have received considerable attention recently. This paper introduces a general definition of marginal log-linear parameters and describes conditions for a marginal log-linear parameter to be a smooth parameterization of the distribution and to be variation independent. Statistical models defined by imposing affine restrictions on the marginal log-linear parameters are investigated. These models generalize ordinary log-linear and multivariate logistic models. Sufficient conditions for a log-affine marginal model to be nonempty and to be a curved exponential family are given. Standard large-sample theory is shown to apply to maximum likelihood estimation of log-affine marginal models for a variety of sampling procedures.

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