Skip to content Skip to navigation
University of Warwick
  • Study
  • |
  • Research
  • |
  • Business
  • |
  • Alumni
  • |
  • News
  • |
  • About

University of Warwick
Publications service & WRAP

Highlight your research

  • WRAP
    • Home
    • Search WRAP
    • Browse by Warwick Author
    • Browse WRAP by Year
    • Browse WRAP by Subject
    • Browse WRAP by Department
    • Browse WRAP by Funder
    • Browse Theses by Department
  • Publications Service
    • Home
    • Search Publications Service
    • Browse by Warwick Author
    • Browse Publications service by Year
    • Browse Publications service by Subject
    • Browse Publications service by Department
    • Browse Publications service by Funder
  • Help & Advice
University of Warwick

The Library

  • Login
  • Admin

The sensitivity of chi-squared goodness-of-fit tests to the partitioning of data

Tools
- Tools
+ Tools

Smith, Jeremy (2004) The sensitivity of chi-squared goodness-of-fit tests to the partitioning of data. Working Paper. [Coventry]: University of Warwick, Department of Economics. Warwick economic research papers (No.694).

[img]
Preview
PDF
WRAP_Smith_Jeremy_twerp694.pdf - Requires a PDF viewer.

Download (419Kb)
Official URL: http://www2.warwick.ac.uk/fac/soc/economics/resear...

Request Changes to record.

Abstract

In this paper we conduct a Monte Carlo study to determine the power of
Pearson’s overall goodness-of-fit test as well as the “Pearson analog” tests (see
Anderson (1994)) to detect rejections due to shifts in variance, skewness and kurtosis,
as we vary the number and location of the partition points. Simulations are conducted
for small and moderate sample sizes. While it is generally recommended that to
improve the power of the goodness-of-fit test the partition points are equiprobable, we
find that power can be improved by the use of non-equiprobable partitions.

Item Type: Working or Discussion Paper (Working Paper)
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Social Sciences > Economics
Library of Congress Subject Headings (LCSH): Goodness-of-fit tests, Econometric models
Series Name: Warwick economic research papers
Publisher: University of Warwick, Department of Economics
Place of Publication: [Coventry]
Official Date: January 2004
Dates:
DateEvent
January 2004UNSPECIFIED
Number: No.694
Number of Pages: 35
Institution: University of Warwick
Status: Not Peer Reviewed
Access rights to Published version: Open Access
Description:

Working paper.

Version or Related Resource: Boero, G., Smith, J. and Wallis, K. F. (2004). The sensitivity of chi-squared goodness-of-fit tests to the partitioning of data. Econometric Reviews, 23, pp.341-370.
Related URLs:
  • http://dx.doi.org/10.1081/ETC-200040782

Request changes or add full text files to a record

Repository staff actions (login required)

View Item View Item

Downloads

Downloads per month over past year

View more statistics

twitter

Email us: wrap@warwick.ac.uk
Contact Details
About Us