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A monte carlo comparison of the small sample behaviour of the pearson, the likelihood ratio and the cressie-read statistics

1986; Taylor & Francis; Volume: 24; Issue: 2 Linguagem: Inglês

10.1080/00949658608810894

1563-5163

Tamás Rudas,

Statistical Methods and Applications

There has been a long debate on the applicability of the chi-square approximation to statistics based on small sample sizes. Most of the work done in this area is concerned with the Pearson chi-square and the likelihood ratio stastics. This paper reports results of a simulation study on the small sample behaviour of these statistics adding a statistic suggested by Cressie and Read (1984). Simulated percentage points and approximate 95% confidence intervals for the true percentage points are given for 13 contingency tables fitting log-linear models. It is found that the behaviour of the Cressie-Read statistic is very similar to that of the Pearson chi-square statistic. Both seem to be applicable for smaller sample sizes than suggested by other authors.