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Re: AW: AW: st: Chi-squared test for independence of observed and expected frequencies


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: AW: AW: st: Chi-squared test for independence of observed and expected frequencies
Date   Fri, 16 Jul 2010 03:26:27 -0700 (PDT)

--- On Fri, 16/7/10, Marc Michelsen wrote:
> Indeed, the results for this analysis are untabulated. It
> just says in the text at the top of page 27 (re. Prediction
> 2): "Using a chi-squared test for independence to determine
> if there are more or fewer firms than expected in each
> category, we show that each of these frequenciesis
> significant."

OK, I see. I would recommend to just forget about that test.
As I mentioned before a test on the individual frequencies 
just does not make sense to me: independence is a 
characteristic of the entire table not a characteristic of 
individual frequencies. To do such a test right you'd have 
to specify a specific hypothesis on the structure of counts,
and than do a log-linear model. This is just not worth the 
effort, given that breaking up your continuous variable into 
quartiles is a bad idea to begin with. 

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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