Herman Rubin <[EMAIL PROTECTED]> wrote in message asiren$[EMAIL PROTECTED]">news:asiren$[EMAIL PROTECTED]... > > In many articles, the chi-squared test of goodness of fit > is used. Even when used correctly, the distribution is > NOT a chi-squared distribution; that is an asymptotic > approximation. It is quite poor in the tails, which is > usually where it is used. > > Also, it is often used incorrectly. When parameters are > estimated using more information than the cell frequencies, > even the asymptotic distribution is not chi-squared.
Correct, though it is bounded between two chi-squared distributions (the ones where you remove 0 and p d.f. for the p estimated parameters), so chi-square tables may still be somewhat useful in those circumstances. Glen . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
