International Journal of Probability and Statistics
p-ISSN: 2168-4871 e-ISSN: 2168-4863
2013; 2(3): 43-49
doi:10.5923/j.ijps.20130203.01
Syed Hussain1, Muhammad Aslam2
1Master’s Degree, Lecturer in University of Gujrat, Gujrat, Pakistan
2Doctor of Philosophy, Professor in Quaid-i-Azam University Islamabad, Pakistan
Correspondence to: Syed Hussain, Master’s Degree, Lecturer in University of Gujrat, Gujrat, Pakistan.
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Copyright © 2012 Scientific & Academic Publishing. All Rights Reserved.
Bayesian analysis of log-linear version of the Bradley-Terry[3] model is performed in this paper considering generalization of Dittrich et al.,[6]; Dittrich et al.,[7] and the Dittrich et al.,[8] to modify and re-estimate the model parameters to overcome a small deficiency in the estimation of a single log odd parameter being aliased. To ensure ranking is maintained, we computed the posterior predictive probabilities and posterior probabilities of hypotheses as per the criteria by Aslam, M[2].
Keywords: Method of Paired Comparisons, Bayesian Statistics
Cite this paper: Syed Hussain, Muhammad Aslam, Bayesian Inference of Log-linear Version of the Bradley-Terry Model for Paired Comparisons Using Uninformative Prior, International Journal of Probability and Statistics , Vol. 2 No. 3, 2013, pp. 43-49. doi: 10.5923/j.ijps.20130203.01.
the preferences probability for the object, Ai and Aj are below as;
Alternatively the Bradley-Terry Model can be fitted as log linear model (see e.g., 1; 6; 10; 14). Dittrich &Hatzinger[8] fitted the log-linear version of Bradley-Terry[3] Model using R package (see 7) after the formulations of the following equations:
Where the nuisance parameter
may be interpreted as interaction parameters representing the universities involved in the respective comparisons and the universities related terms are denoted by 
Using
we get,
After simplifying; we obtain some modified form, after the log-linear Bradley-Terry model by Dittrich et al.[6], for the estimation of log odds via Bayesian paradigm as below:
The
are the preferences probabilities based on the log odds parameters.
denotes the probability of object, ‘Ai’ preferred over object ‘Aj’ in all
fixed number of independent paired comparisons for all of the pair of objects. Random variable
is assumed to follow a binomial distribution
and the likelihood function takes the form:
The
is the constraint on the numerical integration and ‘k’ is the normalizing constant and
is the total number of times object
is preferred.
is proportional to the square root of determinant of Fisher (9) Information Matrix and given as:
The
The
be the ‘p x p’ Fisher[9] information matrix, that is, the logarithm of likelihood functions of parameter space
and given as follow:
The
represents the likelihood function.
The
is the normalizing constant. The identifiably condition is obtained with:
We need the following second order partial derivatives of Log-likelihood functions of paired comparison model.
In Table 1, data is taken from Dittrich et al.[6] about students’ preferences for the six European universities as:
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Table 3 shows the posterior predictive probabilities for fifteen pair of objects it also indicates the following relationship between the six universities at the scale of preferences.
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The general formula to calculate the posterior probabilities of null hypothesis for objects Ai with Aj is given below as:
With
And
Here 
And
We use the following transformation by Aslam[2] to obtain the posterior probabilities of the hypotheses.
We follow the decision criteria suggested by Aslam[2]. The criteria are easy to understand that is if any one of the posterior probability of hypothesis either
or
is more than 90%, that hypothesis will be accepted. The posterior probabilities of hypotheses are shown in Table 4. We denote the posterior probabilities by
objects and
objects. We now interpret each of the tested hypotheses for six parameters. The probability
shows the strongest favor of London University when compared with Paris University. Also
has the probability less than 10 %, so we accept the hypothesis
and conclude that London University has the greater preference probability when compared with Paris University. Now
has the probability, which is less than 10% so we accept
and we conclude that London University has the greater preference probability when compared with Milan University. Also the decision for the greater preference probability of London School of Economics and St. Gallen University is inconclusive. Also the decisions for the greater preference probabilities of London School of Economics against Barcelona University and Stockholm School of Economics are inconclusive. The probability for
is less than 10%, so we accept
and conclude that Paris University has the greater preference probability when compared with Milan University. The probabilities of 
are less than 10%, so we accept 
concluding that Paris University has the greater preference probabilities when compared with St. Gallen University, Barcelona University and Stockholm School of Economics. The probability for
is not less than 10%, so we could not accept any of the hypotheses and the decision is inconclusive. The probability for
is also greater than 10%, so decision is inconclusive. The probability for
is less than 10 %, so we accept
and conclude that Stockholm School of Economics has the greater preference probability when compared with Milan University. The probability for
is not less than 10% so the decision is inconclusive. The probability for
is not less than 10 %, so the decision is inconclusive. The probability for
is less than 10 %, so we accept
and conclude that Stockholm School of Economics has the greater preference probability when compared with Barcelona University.
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six null and alternative hypotheses are accepted having the strong probability of acceptance, while as, three hypotheses are remained inconclusive.
The model is good fit of the data
The model does not fit the dataWe calculate the expected frequencies by the following formula:
The level of significance is 5% and the test statistic follows the Chi-Square distribution as:
We follow the consideration by Aslam[2) for the choice of degree of freedom by the following formula:
Table 5 shows the observed and expected number of preferences as below in Table 5 as follow:
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With p-value= 0.473781549.And the table value is:
Critical Region is as follow:
From the critical region, there is no evidence to reject the null hypothesis; therefore, we conclude that the model good fits the data.
are obtained for ranking the six European Universities. It could be further generalized for the parameters of ties, order effects, the object specific covariates, subject specific covariates and their interaction parameters via Bayesian inference.