Independence log-linear model for a two-way contingency table Created 2026-09-29 Updated 2026-10-14
For cell counts in a two-way contingency table, the independence model is
The absence of an interaction makes factor as a row effect times a column effect. Its maximum-likelihood fitted values are
The prose names a second year that differs from the table label. The calculations use the four supplied counts, interpreting the first and second rows as the two displayed periods; no numerical conclusion depends on resolving that label discrepancy.
The first generalized linear model treats the four counts as independent Poisson random variables, with a log link and both row and column regression factors. The row-by-column interaction makes the log-linear model saturated. With , write
Its four maximum-likelihood fitted values equal the observed counts. Thus , , , and
The interaction is the log odds ratio measuring association of row and column. Under independent Poisson sampling, the delta-method variances are for the intercept, for the row contrast, for the column contrast, and for the interaction. Their square roots reproduce the printed standard errors. Although the software labels the standardized ratios as t values, these are asymptotic normal Wald statistics, with known Poisson dispersion one, not exact finite-df Student tests.
The statistical saturated model has zero residual deviance and zero residual degrees of freedom; this is a perfect interpolation, not evidence of predictive adequacy. The null deviance compares the four observed counts with an intercept-only model, whose four fitted means are . Fisher scoring is the numerical score/information iteration used to fit the model; the iteration count is a convergence report, not a test statistic.
Dropping the interaction gives the independence log-linear model for a two-way contingency table, . Its Poisson regression margin-matching score equations match the row and column totals, so
Here and denote the observed row and column totals. In particular the fitted row multiplier is , the column multiplier is , and the intercept is . These produce the second coefficient table. Their standard errors follow from the inverse Fisher information matrix; for the row and column contrasts their squared values are and , while the intercept variance is .
The Poisson deviance relative to the saturated fit is
The linear terms cancel because fitted and observed totals agree. The additive model has three coefficients, leaving one degree of freedom. Wilks theorem calibrates this likelihood-ratio test approximately by , giving . The interaction Wald test instead gives ; the two are only asymptotically equivalent.
Fisher's exact test conditions on both margins under independence. If is the upper-left count, then
Its usual two-sided p-value sums the probabilities of all tables no more probable than the observed . That sum is , reproducing the output without an asymptotic approximation. It tests the same absence of row-column association, but conditioning and discreteness explain the numerical difference from the likelihood-ratio test.
In ordinary language, the male proportion among the cases is in the first row and in the second. The estimated case-sex odds ratio is , but its approximate 95-percent confidence interval is wide, . These small samples do not give convincing evidence that the sex composition of cases changed between the two periods. Failure to reject is not evidence that the compositions are exactly equal. Nor do these counts establish a male-to-female disease-incidence ratio or an incidence trend: population denominators and comparable ascertainment would be needed for those interpretations.
Write and . Under the model in part (a),
and is independent of the price category . The Poisson-multinomial conditioning identity gives
More explicitly, the likelihood function for row factors as
The first factor is the likelihood of the row total and the second is the conditional multinomial likelihood. The free price effect makes the first factor maximal at , while maximizing the remaining factors gives
Consequently both fits have the same maximum-likelihood fitted value
Here every row total is , the column totals are , and , so every fitted row is
This factorization is the Poisson trick.