Advanced Search
MyIDEAS: Login to save this paper or follow this series

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

Contents:

Author Info

  • Ben Jann

    ()

Registered author(s):

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 $\chi^2$-approximation tests based on Pearson's $X^2$, 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.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://repec.ethz.ch/ets/papers/jann_mgof.pdf
File Function: First version, 2008
Download Restriction: no

Bibliographic Info

Paper provided by ETH Zurich, Chair of Sociology in its series ETH Zurich Sociology Working Papers with number 2.

as in new window
Length: 23 pages
Date of creation: Jan 2008
Date of revision:
Handle: RePEc:ets:wpaper:2

Contact details of provider:
Web page: http://www.socio.ethz.ch/

Related research

Keywords: multinomial; goodness-of-fit; chi-squared; categorical data; exact tests; Monte Carlo; exhaustive enumeration; combinatorial algorithms; complex survey correction; power-divergence statistic; Kolmogorov-Smirnov; Benford's law;

Other versions of this item:

Find related papers by JEL classification:

This paper has been announced in the following NEP Reports:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:ets:wpaper:2. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jonas Blatter).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.