Robust inference in contingency tables. I

DOI10.1080/03461238.1985.10413788zbMATH Open0612.62082OpenAlexW4244468724MaRDI QIDQ3753311FDOQ3753311

Authors: Harald Goldstein 

Publication date: 1985

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1985.10413788

Recommendations

• scientific article; zbMATH DE number 4034884
• Improved likelihood ratio tests and pearson chi-square tests for independence in two dimensional contingency tables
• Defining the pattern of association in two-way contingency tables
• scientific article; zbMATH DE number 3942796
• scientific article; zbMATH DE number 1098846

zbMATH Keywords

smoothinggoodness-of-fitasymptotic distribution theorymodel simplificationmultiple comparisons of the Scheffe- and Bonferroni typesrobust chi-square statisticstatistical inference for contingency tables

Mathematics Subject Classification ID

Contingency tables (62H17) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Linear Statistical Inference and its Applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• Using Least Squares to Approximate Unknown Regression Functions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Maximum Likelihood and Minimum | chi 2 Estimates of the Logistic Function
• Title not available (Why is that?)
• Analysis of Categorical Data by Linear Models
• Title not available (Why is that?)
• Linear and non-linear multiple comparisons in logit analysis

Cited In (3)

• A note on cuts for contingency tables
• Multiple comparison and the likelihood ratio testing
• Title not available (Why is that?)

This page was built for publication: Robust inference in contingency tables. I

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3753311)