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Tests in contingency tables as regression tests

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Author Info
Stanislav Anatolyev ()
Grigory Kosenok (New Economic School)

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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.

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

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Length: 29 pages
Date of creation: Dec 2006
Date of revision:
Handle: RePEc:cfr:cefirw:w0075

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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; Dynamic Quantile Regressions
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions
C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Other Model Applications

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