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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 -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**AW: AW: AW: st: Chi-squared test for independence of observed and expected frequencies***From:*"Marc Michelsen" <marcmichelsen@t-online.de>

**References**:**AW: AW: st: Chi-squared test for independence of observed and expected frequencies***From:*"Marc Michelsen" <marcmichelsen@t-online.de>

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