Analogies between Multiplicative Models in Contingency Tables and Covariance Selection

Abstract

A certain class of patterns of association can be investigated by fitting multiplicative models to a contingency table or by using covariance selection on a covariance matrix. We show that each multiplicative model for a contingency table corresponds to one particular covariance selection model, and we point at the resulting similarities in the interpretation of patterns, in test statistics for each pattern and in implied marginal associations among variable pairs.