Abstract
For testing the goodness-of-fit of a $\log$-linear model to a multi-way contingency table with cell proportions estimated from survey data, Rao and Scott (1984) derived a first-order correction, $\delta\ldot$, to Pearson chi-square statistic, $X^2$ (or the likelihood ratio statistic, $G^2$) that takes account of the survey design. It was also shown that $\delta\ldot$ requires the knowledge of only the cell design effects (deffs) and the marginal deffs provided the model admits direct solution to likelihood equations under multinomial sampling. Simple upper bounds on $\delta\ldot$ are obtained here for models not admitting direct solutions, also requiring only cell deffs and marginal deffs or some generalized deffs not depending on any hypothesis. Applicability of an $F$-statistic used in GLIM to test a nested hypothesis is also investigated. In the case of a logit model involving a binary response variable, simple upper bounds on $\delta\ldot$ are obtained in terms of deffs of response proportions for each factor combination or some generalized deffs not depending on any hypothesis. Applicability of the GLIM $F$-statistic for nested hypotheses is also studied.
Citation
J. N. K. Rao. A. J. Scott. "On Simple Adjustments to Chi-Square Tests with Sample Survey Data." Ann. Statist. 15 (1) 385 - 397, March, 1987. https://doi.org/10.1214/aos/1176350273
Information