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Jann, B (2008)

Multinomial goodness-of-fit: large sample tests with survey design correction and exact tests for small samples

The Stata Journal 8(2), pp. 147-169.

ISSN/ISBN: Not available at this time. DOI: Not available at this time.



Abstract: A new Stata command called mgof is introduced. The command is used to compute distributional tests for discrete (categorical, multinomial) variables. Apart from classic large sample χ2-approximation tests based on Pearsonís χ2, the likelihood ratio, or any other statistic from the power-divergence family (Cressie and Read 1984), large sample tests for complex survey designs and exact tests for small samples are supported. The complex survey correction is based on the approach by Rao and Scott (1981) and parallels the survey design correction used for independence tests in svy: tabulate. The exact tests are computed using Monte Carlo methods or exhaustive enumeration. An exact Kolmogorov-Smirnov test for discrete data is also provided.


Bibtex:
@article{, title={Multinomial goodness-of-fit: Large-sample tests with survey design correction and exact tests for small samples}, author={Jann, Ben and others}, journal={Stata Journal}, volume={8}, number={2}, pages={147-169}, year={2008}, publisher={STATA PRESS 4905 LAKEWAY PARKWAY, COLLEGE STATION, TX 77845 USA}, url+={http://core.ac.uk/download/pdf/6442666.pdf}, }


Reference Type: Journal Article

Subject Area(s): Statistics