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Monotonicity of Chi-square Test Statistics

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Listed:
  • Keunkwan Ryu

Abstract

This paper establishes monotonicity of the chi-square test statistic. As the more efficient parameter estimator is plugged into the test statistic, the degrees of freedom of the resulting chi-square test statistic monotonically increase.

Suggested Citation

  • Keunkwan Ryu, 2003. "Monotonicity of Chi-square Test Statistics," ISER Discussion Paper 0586, Institute of Social and Economic Research, The University of Osaka.
    • Handle: RePEc:dpr:wpaper:0586
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    References listed on IDEAS

    as
    1. Ryu, Keunkwan, 1993. "Monotonicity of the Fisher information and the Kullback-Leibler divergence measure," Economics Letters, Elsevier, vol. 42(2-3), pages 121-128.
    2. Andrews, Donald W. K., 1988. "Chi-square diagnostic tests for econometric models : Introduction and applications," Journal of Econometrics, Elsevier, vol. 37(1), pages 135-156, January.
    3. Andrews, Donald W K, 1988. "Chi-Square Diagnostic Tests for Econometric Models: Theory," Econometrica, Econometric Society, vol. 56(6), pages 1419-1453, November.
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