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

Jann, Ben (January 2008). Multinomial goodness-of-fit: large sample tests with survey design correction and exact tests for small samples (ETH Zurich Sociology Working Papers No. 2). Zürich: ETH Zurich

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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.

Item Type:

Working Paper

Division/Institute:

03 Faculty of Business, Economics and Social Sciences > Social Sciences > Institute of Sociology

UniBE Contributor:

Jann, Ben

Subjects:

300 Social sciences, sociology & anthropology

Series:

ETH Zurich Sociology Working Papers

Publisher:

ETH Zurich

Language:

English

Submitter:

Ben Jann

Date Deposited:

30 Jun 2016 10:09

Last Modified:

30 Jun 2016 10:09

BORIS DOI:

10.7892/boris.69449

URI:

https://boris.unibe.ch/id/eprint/69449

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