Chi-Square Tests for Overdispersion with Multiparameter Estimates
From MaRDI portal
Publication:3489134
DOI10.2307/2347732zbMATH Open0707.62106OpenAlexW2522465623MaRDI QIDQ3489134FDOQ3489134
Publication date: 1989
Published in: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2347732
Recommendations
- The chi-square goodness-of-fit test for univariate and multivariate discrete distributions
- Chi-square goodness-of-fit test for one- and multidimensional discrete distributions
- Unbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit test
- A survey on multivariate chi-square distributions and their applications in testing multiple hypotheses
- Chi-Squared Tests For and Against an Order Restriction on Multinomial Parameters
- Multivariate extension of chi-squared univariate normality test
- Chi-squared tests for and against uniform stochastic ordering on multinomial parameters
- scientific article
Cited In (9)
- Covariance structure models for clustered proportions
- Applied regression analysis bibliography update 1988-89
- Distributional Overlap: Simple, Multivariate, Parametric, and Nonparametric Tests for Alienation, Convergence, and General Distributional Difference Issues
- Asymptotic properties of moment estimators for overdispersed counts and proportions
- A covariance matrix that accounts for different degrees of extraneous variation in multinomial responses
- Chi–square tests for comparing vectors of proportions for several cluster samples
- Chisquare Tests From Clusters of Observations
- Variance Partitioning in Multilevel Logistic Models that Exhibit Overdispersion
- An efficient and flexible multiplicity adjustment for chi-square endpoints
This page was built for publication: Chi-Square Tests for Overdispersion with Multiparameter Estimates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3489134)
