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Tests in contingency tables as regression tests

Author

Listed:
  • Stanislav Anatolyev
  • Grigory Kosenok

    (New Economic School)

Abstract

Applied researchers often use tests based on contingency tables in preliminary data analysis and diagnostic testing. We show that many of such tests may be alternatively implemented by testing for coecient restrictions in linear regression systems (as a rule, employing the Wald test). This uni es the theories of regression analysis and contingency tables, sheds more light on intuitive contents of contingency table tests, and provides a more convenient and familiar tool for practitioners.

Suggested Citation

  • Stanislav Anatolyev & Grigory Kosenok, 2006. "Tests in contingency tables as regression tests," Working Papers w0075, New Economic School (NES).
    • Handle: RePEc:abo:neswpt:w0075
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    Cited by:

    1. Sentana, Juan, 2022. "Tests for independence between categorical variables," Economics Letters, Elsevier, vol. 220(C).

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    More about this item

    Keywords

    Contingency table; Linear regression; 2-test; Wald test; Ranks;
    All these keywords.

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

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