An Iterative Procedure for Estimation in Contingency Tables

Deming and Stephan (1940) first proposed the use of an iterative proportional fitting procedure to estimate cell probabilities in a contingency table subject to certain marginal constraints. In this paper we first relate this procedure to a variety of sources and a variety of statistical problems. We then describe the procedure geometrically for two-way contingency tables using the concepts presented in Fienberg (1968). This geometrical description leads to a rather simple proof of the convergence of the iterative procedure. We conclude the paper with a discussion of extensions to multi-dimensional tables and to tables with some zero entries.