IDEAS home Printed from https://ideas.repec.org/p/ets/wpaper/2.html
   My bibliography  Save this paper

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

Author

Listed:
  • Ben Jann

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.

Suggested Citation

  • Ben Jann, 2008. "Multinomial goodness-of-fit: large sample tests with survey design correction and exact tests for small samples," ETH Zurich Sociology Working Papers 2, ETH Zurich, Chair of Sociology.
    • Handle: RePEc:ets:wpaper:2
    as

    Download full text from publisher

    File URL: http://repec.ethz.ch/ets/papers/jann_mgof.pdf
    File Function: First version, 2008
    Download Restriction: no
    ---><---

    Other versions of this item:

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Scott A. Brave & Kevin A. Roberts, 2019. "The Competitive Effects of Performance-Enhancing Drugs: MLB in the Posttesting Era," Journal of Sports Economics, , vol. 20(6), pages 747-781, August.
    2. John Micklewright & Sylke V. Schnepf, 2010. "How reliable are income data collected with a single question?," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 173(2), pages 409-429, April.
    3. Bašić, Zvonimir & Quercia, Simone, 2022. "The influence of self and social image concerns on lying," Games and Economic Behavior, Elsevier, vol. 133(C), pages 162-169.
    4. Ioana Sorina Deleanu, 2017. "Do Countries Consistently Engage in Misinforming the International Community about Their Efforts to Combat Money Laundering? Evidence Using Benford’s Law," PLOS ONE, Public Library of Science, vol. 12(1), pages 1-19, January.
    5. Hopp, Christian & Hoover, Gary A., 2017. "How prevalent is academic misconduct in management research?," Journal of Business Research, Elsevier, vol. 80(C), pages 73-81.
    6. Toke Reinholt Fosgaard, 2020. "Students Cheat More: Comparing the Dishonesty of a Student Sample and a Representative Sample in the Laboratory," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(1), pages 257-279, January.

    More about this item

    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;
    All these keywords.

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ets:wpaper:2. See general information about how to correct material in RePEc.

    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.

    We have no bibliographic references for this item. You can help adding them by using 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Heidi Bruderer (email available below). General contact details of provider: http://www.socio.ethz.ch/ .

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

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.