The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data
The power of Pearson's overall goodness-of-fit test and the components-of-chi-squared or “Pearson analog” tests of Anderson [Anderson, G. (1994). Simple tests of distributional form. J. Econometrics 62:265-276] to detect rejections due to shifts in location, scale, skewness and kurtosis is studied, as the number and position of the partition points is varied. Simulations are conducted for small and moderate sample sizes. It is found that smaller numbers of classes than are used in practice may be appropriate, and that the choice of non-equiprobable classes can result in substantial gains in power.
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.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 23 (2005)
Issue (Month): 4 ()
|Contact details of provider:|| Web page: http://www.tandfonline.com/LECR20|
|Order Information:||Web: http://www.tandfonline.com/pricing/journal/LECR20|
When requesting a correction, please mention this item's handle: RePEc:taf:emetrv:v:23:y:2005:i:4:p:341-370. 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: ()
If references are entirely missing, you can add them using this form.