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Re: st: Fit chi2 as in gammafit


From   Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fit chi2 as in gammafit
Date   Wed, 31 Aug 2011 00:46:57 -0700

Maarten,

That is how I thought about it too, but for the consistency of the
parameters, and hence for the fit, results of pseudo-maximum
likelihood theory indicate that it doesn't matter which member of the
one-parameter linear exponential family is used (so the Poisson, as in
my example, will do just as well) for parametric fit (as long as the
mean is correctly parameterised), and so it is probably best not to
mess too much with the definition and folklore of the
chi2-distribution in deference to the conservatives Nick alludes to.

T

On Wed, Aug 31, 2011 at 12:19 AM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> On Tue, Aug 30, 2011 at 10:19 PM, Nick Cox wrote:
>> Ho hum. A conservative might want the free parameter to be integer-valued.
>
> That pretty much depends on how you think about the Chi square
> distribution. If you think of it as the sum of nu squared independent
> standard normal variables than it makes sense to constrain nu to be an
> integer. If you think of it as just a skewed distribution with mean nu
> (and variance 2*nu) than nu can be any positive number.
>
> -- Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
>
> http://www.maartenbuis.nl
> --------------------------
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-- 
Tirthankar Chakravarty
tchakravarty@ucsd.edu
tirthankar.chakravarty@gmail.com

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