Multinomial goodness-of-fit: Large-sample tests with survey design correction and exact tests for small samples
AbstractI introduce the new mgof command to compute distributional tests for discrete (categorical, multinomial) variables. The command supports large-sample tests for complex survey designs and exact tests for small samples as well as classic large-sample Chi^2-approximation tests based on Pearson’s Chi^2, the likelihood ratio, or any other statistic from the power-divergence family (Cressie and Read, 1984, Journal of the Royal Statistical Society, Series B (Methodological) 46: 440 – 464). The complex survey correction is based on the approach by Rao and Scott (1981, Journal of the American Statistical Association 76: 221 – 230) and par- allels the survey design correction used for independence tests in svy: tabulate. mgof computes the exact tests by using Monte Carlo methods or exhaustive enu- meration. mgof also provides an exact one-sample Kolmogorov-Smirnov test for discrete data. Copyright 2008 by StataCorp LP.
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Bibliographic InfoArticle provided by StataCorp LP in its journal Stata Journal.
Volume (Year): 8 (2008)
Issue (Month): 2 (June)
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Web page: http://www.stata-journal.com/
Other versions of this item:
- Ben Jann, 2008. "Multinomial goodness-of-fit: large sample tests with survey design correction and exact tests for small samples," ETH Zurich Sociology Working Papers 2, ETH Zurich, Chair of Sociology.
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
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