Further Statistical Methods -HT06

Practical - week 2

MIM and graphical models.

MIM has both a command interface and a menu based interface. Every item on the menu typically writes a specific command on the command interface. For information about these commands and the possibilities, use the help facility in MIM. The help facility is invoked either by writing help on the command line, or by using the help menu directly.

1. Start MIM
2. Download this file from a study of risk factors for coronary heart disease among 1841 car-workers in the former Czechoslovakia  and look at the file. The car-workers were participating in a health study and these are the risk factors at the entrance time of the study. See e.g. Edwards (2002) for a more detailed description of the study.
3. Read the file into MIM.
4. The file specifies the saturated model. Display its graph and fit the model.
5. Test all conditional independences of any pair of variables, given the others. Check also whether the asymptotic results seem to conform with Monte-Carlo p-values. Use e.g. the command testdelete with appropriate options or the "Test" menu. Try also to use the "Select" menu with one step only. Note which conditional independence relations are rejected.
6. Find a well-fitting log-linear model by using MIM's unrestricted version of backward stepwise selection, and display the dependence graph of the final model.
7. Display also the factor graph (interaction graph in MIM) of the final model using the "Type" menu in the graphics window. Is this more informative than the dependence graph in this case?
8. Give a verbal interpretation of the model, in particular in terms of conditional independence.
9. Experiment with different stepwise procedures and observe the different results.
10. For this size, a global model search using AIC or BIC is just feasible. Use global search to find the best model using AIC. This does take a little time, as about 33,000 models must be fitted and compared. How many exactly and why?
11. Display the graphs of the model found by AIC, and compare the model to the one found above under item 6, both in terms of interpretation and fit. Test the overall fit of each of the models (use the command fit) and the fit of the smaller model, when the larger is assumed. For the latter, specify and fit the larger model, make it base, then specify the smaller model and use test.

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Last updated: Monday, 23 January 2006 15:39.  Steffen L. Lauritzen