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st: RE: Pearson chi square and Rao and Scott correction validity


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Pearson chi square and Rao and Scott correction validity
Date   Thu, 6 Nov 2008 12:33:00 -0000

There is no need to invoke belief! My -tabchi- and -tabchii- (programs) from the -tab_chi- package on SSC do indeed give warnings. (There is no Stata program called tab-chi.) 

But these old warnings are very conservative. Many writers now advise that chi-square works fine so long as all expected frequencies are above about 1. In any case, the point can be explored by simulations or bootstrapping. Often it is better to use Fisher's exact test.

I can't advise on the main issue, which is for svy-savvy people, but in general very low expected frequencies could be problematic for any method. 

Nick 
n.j.cox@durham.ac.uk  

Ángel Rodríguez Laso


I've been reviewing the manuals and statalist archives and I've
confirmed that Stata does not give any automatic warning message when
requirements for a valid chi-square test are not met (i.e. no more
than 20% of the expected values in a table are less than 5 and none
are less than 1), what I think is a nuisance. I suppose this can be
only worked out by writing the option 'expected' after tabulate and
checking oneself if the requirements are met. I believe Cox's tab-chi
package does give a warning when requirements are not met.

I wonder also if the Rao and Scott correction of Pearson chi-square
that is recommended for survey designs needs the same requirements.
The problem then would be that -svy:tab- doesn't support the
'expected' option neither tab-chi is suitable for survey analysis.


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