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Higher order dependence using chi-square statistics

The absence of auto-correlation coefficients on categorical data should not prevent researchers to delve the question of higher order Markov chain processes. On nominal variables, including configurations, chi-square statistics was shown to be an appropriate test for testing the dependence between two states. This statistic is thus employed in this section to assess the dependence upon previous states.



Subsections

Philippe Lemay
1999-09-14