Multinomial goodness-of-fit: Large-sample tests with survey design correction and exact tests for small samples
I introduce the new mgof command to compute distributional tests for discrete (categorical, multinomial) variables. The command supports large-sample tests for complex survey designs and exact tests for small samples as well as classic large-sample Chi^2-approximation tests based on Pearson’s Chi^2, the likelihood ratio, or any other statistic from the power-divergence family (Cressie and Read, 1984, Journal of the Royal Statistical Society, Series B (Methodological) 46: 440 – 464). The complex survey correction is based on the approach by Rao and Scott (1981, Journal of the American Statistical Association 76: 221 – 230) and par- allels the survey design correction used for independence tests in svy: tabulate. mgof computes the exact tests by using Monte Carlo methods or exhaustive enu- meration. mgof also provides an exact one-sample Kolmogorov-Smirnov test for discrete data. Copyright 2008 by StataCorp LP.
Volume (Year): 8 (2008)
Issue (Month): 2 (June)
|Contact details of provider:|| Web page: http://www.stata-journal.com/|
|Order Information:||Web: http://www.stata-journal.com/subscription.html|
When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:8:y:2008:i:2:p:147-169. 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: (Christopher F. Baum)or (Lisa Gilmore)
If references are entirely missing, you can add them using this form.