This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Tests in contingency tables as regression tests

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Stanislav Anatolyev ()
Grigory Kosenok (New Economic School)

Additional information is available for the following registered author(s):

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.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.cefir.ru/papers/WP75.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Center for Economic and Financial Research (CEFIR) in its series Working Papers with number w0075.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Length: 29 pages
Date of creation: Dec 2006
Date of revision:
Handle: RePEc:cfr:cefirw:w0075

Contact details of provider:
Postal: 117418 Russia, Moscow, Nakhimovsky pr., 47, office 720
Phone: +7 (495) 105 50 02
Fax: +7 (495) 105 50 03
Email:
Web page: http://www.cefir.ru
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Julia Babich).

Related research
Keywords: Contingency table Linear regression 2-test Wald test Ranks

Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models
C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Other Model Applications

This paper has been announced in the following NEP Reports:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. McAfee, R Preston & Reny, Philip J, 1992. "Correlated Information and Mechanism Design," Econometrica, Econometric Society, vol. 60(2), pages 395-421, March. [Downloadable!] (restricted)
  2. Richard McLean & Andrew Postlewaite, 2002. "Informational Size and Incentive Compatibility," Econometrica, Econometric Society, vol. 70(6), pages 2421-2453, November. [Downloadable!] (restricted)
    Other versions:
  3. Makowski Louis & Mezzetti Claudio, 1994. "Bayesian and Weakly Robust First Best Mechanisms: Characterizations," Journal of Economic Theory, Elsevier, vol. 64(2), pages 500-519, December. [Downloadable!] (restricted)
  4. Mailath, George J & Postlewaite, Andrew, 1990. "Asymmetric Information Bargaining Problems with Many Agents," Review of Economic Studies, Blackwell Publishing, vol. 57(3), pages 351-67, July. [Downloadable!] (restricted)
  5. Hitoshi Matsushima, 2002. "Mechanism Design with Side Payments: Individual Rationality and Iterative Dominance," CIRJE F-Series CIRJE-F-185, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
    Other versions:
  6. Aviad Heifetz & Zvika Neeman, 2006. "On the Generic (Im)Possibility of Full Surplus Extraction in Mechanism Design," Econometrica, Econometric Society, vol. 74(1), pages 213-233, 01. [Downloadable!] (restricted)
    Other versions:
  7. Aoyagi, Masaki, 1998. "Correlated Types and Bayesian Incentive Compatible Mechanisms with Budget Balance," Journal of Economic Theory, Elsevier, vol. 79(1), pages 142-151, March. [Downloadable!] (restricted)
  8. Neeman, Zvika, 2004. "The relevance of private information in mechanism design," Journal of Economic Theory, Elsevier, vol. 117(1), pages 55-77, July. [Downloadable!] (restricted)
    Other versions:
  9. Rob, Rafael, 1989. "Pollution claim settlements under private information," Journal of Economic Theory, Elsevier, vol. 47(2), pages 307-333, April. [Downloadable!] (restricted)
  10. Chung, Kim-Sau, 1999. "A Note on Matsushima's Regularity Condition," Journal of Economic Theory, Elsevier, vol. 87(2), pages 429-433, August. [Downloadable!] (restricted)
  11. Cremer, Jacques & McLean, Richard P, 1988. "Full Extraction of the Surplus in Bayesian and Dominant Strategy Auctions," Econometrica, Econometric Society, vol. 56(6), pages 1247-57, November. [Downloadable!] (restricted)
  12. Drew Fudenberg & David K. Levine & Eric Maskin, 1994. "The Folk Theorem with Imperfect Public Information," Levine's Working Paper Archive 394, UCLA Department of Economics. [Downloadable!]
    Other versions:
  13. McLean, Richard P. & Postlewaite, Andrew, 2003. "Informational size and incentive compatibility with aggregate uncertainty," Games and Economic Behavior, Elsevier, vol. 45(2), pages 410-433, November. [Downloadable!] (restricted)
    Other versions:
  14. Matsushima, Hitoshi, 1991. "Incentive compatible mechanisms with full transferability," Journal of Economic Theory, Elsevier, vol. 54(1), pages 198-203, June. [Downloadable!] (restricted)
  15. Drew Fudenberg & David K. Levine & Eric Maskin, 1996. "Balanced-Budget Mechanisms with Incomplete Information," Levine's Working Paper Archive 59, UCLA Department of Economics. [Downloadable!]
  16. Cremer, Jacques & McLean, Richard P, 1985. "Optimal Selling Strategies under Uncertainty for a Discriminating Monopolist When Demands Are Interdependent," Econometrica, Econometric Society, vol. 53(2), pages 345-61, March. [Downloadable!] (restricted)
Full references

Statistics
Access and download statistics

Did you know? IDEAS also indexes book chapters.

This page was last updated on 2008-8-29.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.