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The Conditional Distribution of Goodness-of-Fit Statistics for Discrete Data

 

作者: Peter McCullagh,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1986)
卷期: Volume 81, issue 393  

页码: 104-107

 

ISSN:0162-1459

 

年代: 1986

 

DOI:10.1080/01621459.1986.10478244

 

出版商: Taylor & Francis Group

 

关键词: Conditional inference;Cumulants;Edgeworth approximation;Log-linear model;Linear logistic model;Sparse data

 

数据来源: Taylor

 

摘要:

I consider the distribution of Pearson's statistic and of the likelihood-ratio goodness-of-fit statistic for discrete data in the important case where the data are extensive but sparse. It is argued that the appropriate reference distribution is conditional on the sufficient statistic for the unknown regression parameters, β. The first three conditional asymptotic cumulants are derived by Edgeworth expansion, and these are used for the computation of tail probabilities. The principal advantage of the limit considered here, as opposed to the more usualX2limit, is that the cell counts need not be large.

 

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