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Probability Models and Statistical Analyses for Ranking Data PDF

329 Pages·1993·6.73 MB·English
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Lecture Notes in Statistics 80 Edited by 1. Berger, S. Fienberg, J. Gani, K. Krickeberg, 1. OIkin, and B. Singer Michael A. Fligner Joseph S. Verducci (Eds.) Probability Models and Statistical Analyses for Ranking Data Springer-Verlag New York Berlin Heidelberg London Paris Tokyo Hong Kong Barcelona Budapest Michael A. Fligner Joseph S. Verducci Department of Statistics The Ohio State University Columbus, OR 43210 USA Mathematics Subject Classifications: 62-06, 60-06 Library of Congress Cataloging-in-Publication Data Probability models and statistical analyses for ranking data I Michael A. Aigner, Joseph S. Verducci (eds.). p. em. - (Lecture notes in statistics ; SO) Includes bibliographical references. 1. Ranking and selection (Statistics }-Congresses. I. Aigner, Michael A. II. Verducci, Joseph S. ill. Series: Lecture notes in statistics (Springer-Verlag); v. SO. QA27S.75.P76 1992 519.5-dc20 92-30305 Printed on acid-free paper. © 1993 Springer-Verlag New York, Inc. Softcover reprint of the hardcover 18t edition 1993 All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publisher (Springer-Verlag New York, Inc., 175 Fifth Avenue, New York, NY 10010, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use of general descriptive names, trade names, trademarks, etc., in this publication, even if the former are not especially identified, is not to be taken as a sign that such names, as understood by the Trade Marks and Merchandise Marks Act, may accordingly be used freely by anyone. Permission to photocopy for internal or personal use, or the internal or personal use of specific clients, is granted by Springer-Verlag New York, Inc., for libraries registered with the Copyright Oearance Center (CCC), provided that the base fee of $5.00 per copy, plus $0.20 per page, is paid directly to CCC, 21 Congress St., Salem, MA 01970, USA. Special requests should be addressed directly to Springer-Verlag New York, 175 Fifth Avenue, New York, NY 10010, USA. Camera ready copy provided by the editors. 9 S 7 6 5 432 1 ISBN-13: 97S-0-387-97920-5 e-ISBN-13: 978-1-4612-2738-0 DOl: 10.1007/978-1-4612-2738-0 Editorial Policy for the publication of proceedings of conferences and other multi-author volumes Lecture Notes aim to report new developments - quickly, informally, and at a high level. The following describes criteria and procedures for multi-author volumes. For convenience we refer throughout to "proceedings" irrespective of whether the papers were presented at a meeting. The editors ofa volume are strongly advised to inform contributors about these points at an early stage. ~ I. One (or more) expert participant( s) should act as the scientific editor( s) of the volume. They select the papers which are suitable (cf~~2-5) for inclusion in the proceedings, and have them individually refereed (as for a journal). It should not be assumed that the published proceedings must reflect conference events in their entirety. The series editors will normally not interfere with the editing of a particular proceedings volume - except in fairly obvious cases, or on technical matters, such as described in ~~2-5. The names ofthe scientific editors appear on the cover and title-page of the volume. ~2. The proceedings should be reasonably homogeneous i.e. concerned with a limited and well defined area. Papers that are essentially unrelated to this central topic should be excluded. One or two longer survey articles on recent developments in the field are often very useful additions. A detailed introduction on the subject of the congress is desirable. ~3. The final set of manuscripts should have at least 100 pages and preferably not exceed a total of4 00 pages. Keeping the size below this bound should be achieved by stricter selection of articles and NOT by imposing an upper limit on the length of the individual papers. ~4. The contributions should be ofa high mathematical standard and of current interest. Research articles should present new material and not duplicate other papers already published or due to be published. They should contain sufficient background and motivation and they should present proofs, or at least outlines of such, in sufficient detail to enable an expert to complete them. Thus summaries and mere announcements of papers appearing elsewhere cannot be included, although more detailed versions ot: for instance, a highly technical contribution may well be published elsewhere later. Contributions in numerical mathematics may be acceptable without formal theorems/proofs provided they present new algorithms solving problems (previously unsolved or less well solved) or develop innovative qualitative methods, not yet amenable to a more fonnal treatment. Surveys, if included, should cover a sufficiently broad topic, and should normally not just review the author's own recent research. In the case of surveys, exceptionally, proofs of results may not be necessary. ~5. "Mathematical Reviews" and "Zentralblatt fur Mathematik" recommend that papers in proceedings volumes carry an explicit statement that they are in final form and that no similar paper has been or is being submitted elsewhere, if these papers are to be considered for a review. Normally, papers that satisfY the criteria of the Lecture Notes in Statistics series also satisfY this requirement, but we strongly recommend that each such paper carries the statement explicitly. §6. Proceedings should appear soon after the related meeting. The publisher should therefore receive the complete manuscript (preferably in duplicate) including the Introduction and Table of Contents within nine months of the date of the meeting at the latest. § 7. Proposals for proceedings volumes should be sent to one of the editors of the series or to Springer-Verlag New York. They should give sufficient information on the conference, and on the proposed proceedings. In particular, they should include a list of the expected contributions with their prospective length. Abstracts or early versions (drafts) of the contributions are helpful. To our parents Preface In June of 1990, a conference was held on Probablity Models and Statisti- cal Analyses for Ranking Data, under the joint auspices of the American Mathematical Society, the Institute for Mathematical Statistics, and the Society of Industrial and Applied Mathematicians. The conference took place at the University of Massachusetts, Amherst, and was attended by 36 participants, including statisticians, mathematicians, psychologists and sociologists from the United States, Canada, Israel, Italy, and The Nether- lands. There were 18 presentations on a wide variety of topics involving ranking data. This volume is a collection of 14 of these presentations, as well as 5 miscellaneous papers that were contributed by conference participants. We would like to thank Carole Kohanski, summer program coordinator for the American Mathematical Society, for her assistance in arranging the conference; M. Steigerwald for preparing the manuscripts for publication; Martin Gilchrist at Springer-Verlag for editorial advice; and Persi Diaconis for contributing the Foreword. Special thanks go to the anonymous referees for their careful readings and constructive comments. Finally, we thank the National Science Foundation for their sponsorship of the AMS-IMS-SIAM Joint Summer Programs. Contents Preface vii Conference Participants xiii Foreword xvii 1 Ranking Models with Item Covariates 1 D. E. Critchlow and M. A. Fligner 1.1 Introduction............... 1 1.2 Basic Ranking Models and Their Parameters 2 1.3 Ranking Models with Covariates 8 1.4 Estimation 9 1.5 Example. 11 1.6 Discussion. 14 1.7 Appendix . 15 1.8 References. 16 2 Nonparametric Methods of Ranking from Paired Comparisons 20 H. A. David and D. M. Andrews 2.1 Introduction and Literature Review ............. 20 2.2 The Proposed Method of Scoring . . . . . . . . . . . . . .. 25 2.3 Distribution Theory and Tests of Significance for O:~j = Pij. 29 2.4 Ranking Methods. . 31 2.5 Numerical Example. 31 2.6 References...... 35 3 On the Babington Smith Class of Models for Rankings 37 H. Joe and J. S. Verducci 3.1 Introduction...................... 37 3.2 Alternative Parametrizations and Related Models. 39 3.3 Stochastic Transitivity and Item Preference 42 3.4 Examples and Data Analysis 47 3.5 References................... 51 x Contents 4 Latent Structure Models for Ranking Data 53 M. A. Croon and R. Luijkx 4.1 Introduction......................... 53 4.2 Latent Class Analyses Based on the Bradley-Terry-Luce Model . . . . . . . . . . . . . . . . . . . . . . . . . . . 55 4.3 Latent Class Analyses Based on a Quasi-independence Model . . . . . . . . . . . . . . . . . . . . . . . . . . . 61 4.4 Models that Allow for Association Between Choices within the Classes 65 4.5 References ..................... . 73 5 Modelling and Analysing Paired Ranking Data 75 P. D. Feigin 5.1 Introduction ............ . 75 5.2 Two Models ............ . 76 5.3 Estimation and Hypothesis Testing 80 5.4 Analysis of Simulated Data Sets 83 5.5 Analysis of Rogers Data 88 5.6 References ............ . 90 6 Maximum Likelihood Estimation in Mallows's Model U sing Partially Ranked Data 92 L. A. Beckett 6.1 Introduction .......................... . 92 6.2 Notation ............................ . 93 6.3 Maximum Likelihood Estimation Using the EM Algorithm. 95 6.4 Example. 100 6.5 Discussion 104 6.6 References 106 7 Extensions of Mallows' </J Model 108 L. Chung and J. I. Marden 7.1 Introduction ..... . 108 7.2 The General Model .... . 110 7.3 Ties, Partial Rankings .. . 114 7.4 Example: Word Association 117 7.5 Example: APA Voting . 119 7.6 Example: ANOVA ... 128 7.7 Discussion of Contrasts 132 7.8 Appendix 135 7.9 References ....... . 137 Contents xi 8 Rank Correlations and the Analysis of Rank-Based Experimental Designs 140 M. Alvo and P. Cabilio 8.1 Introduction ............... . 140 8.2 Distance Based Measures of Correlation 141 8.3 The Problem of m Rankings ...... . 143 8.4 The Two Sample Problem ....... . 146 8.5 The Problem of m Rankings for a Balanced Incomplete Block Design .......................... . 147 8.6 The Problem of m Rankings for Cyclic Designs ... . 150 8.7 Measuring Correlation Between Incomplete Rankings . 151 8.8 References ........................ . 154 9 Applications of Thurstonian Models to Ranking Data 157 U. Bockenholt 9.1 Introduction ..... 157 9.2 The Ranking Model 158 9.3 Modeling E .... . 160 9.4 Sub populations .. . 161 9.5 Model Estimation and Tests. 163 9.6 Applications. 164 9.7 Discussion. 169 9.8 References .. 169 10 Probability Models on Rankings and the Electoral Process 173 H. Stern 10.1 Introduction .. 173 10.2 Electoral Systems ..... 174 10.3 Models for Permutations. 177 10.4 The American Psychological Association Election. 180 10.5 Simulation Results ..... 183 10.6 Conclusions and Summary. 192 10.7 Acknowledgements 193 10.8 References ......... . 193 11 Permutations and Regression Models 196 P. McCullagh 11.1 Introduction .............. . 196 11.2 Models for Random Permutations. . . 197 11.3 Sufficient Statistics and Log-linear Models 205 11.4 Conclusions 213 11.5 References . . . . . . . . . . . . . . . . . . 214 xii Contents 12 Aggregation Theorems and the Combination of Probabilistic Rank Orders 216 A. A. J. Marley 12.1 Introduction. . . . . . . . . . . . . . . . . . . . . . . . . . . 216 12.2 Notation and Basic Aggregation Theorems. . . . . . . . . . 218 12.3 Specific Multidimensional Ranking and Subset Selection Mod- els and Their Properties . . . . . . . . . . . 227 12.4 Multidimensional Random Variable Models 233 12.5 Conclusion 236 12.6 References . . . . . . . . . . . . . . . . . . . 238 13 A Nonparametric Distance Model for Unidimensional Unfolding 241 R. van Blokland-Vogelesang 13.1 Introduction. . . . . . . . . 241 13.2 Social Choice Theory. . . . 245 13.3 Distance Measures for Rankings . 248 13.4 Strongly Unimodal Distance Models for Rankings . 249 13.5 Generalization of Coombs' and Goodman's Conditions 251 13.6 Equal Results for ML or MNI Criterion ... . . . 254 13.7 Unfolding and Social Choice Theory: Illustrations. 265 13.8 Discussion 271 13.9 References . . . . . . . . . . . . . . . . . . . . . . . 273 Miscellanea Models on Spheres and Models for Permutations 278 P. McCullagh Complete Consensus and Order Independence: Relating Ranking and Choice 284 H. Colonius Ranking From Paired Comparisons by Minimizing Inconsistency 289 E. L. Crow Graphical Techniques for Ranked Data 294 G. L. Thompson Matched Pairs and Ranked Data 299 J. Ye and P. McCullagh

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