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- W4296025297 abstract "I prove the numerical equivalence between Pearson’s independence test statistic for categorical variables and the Lagrange Multiplier and overidentifying restrictions test statistics in several popular linear and non-linear regression models. I also show that its asymptotically equivalent Likelihood Ratio test is numerically identical in the non-linear regression models, and that the heteroskedasticity-robust Wald test statistic in the multivariate linear probability model and the moment condition model coincide with the Wald test statistic in the conditional multinomial model. Finally, I show that all these equivalences also apply to serial independence tests in discrete Markov chains." @default.
- W4296025297 created "2022-09-17" @default.
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- W4296025297 date "2022-11-01" @default.
- W4296025297 modified "2023-09-30" @default.
- W4296025297 title "Tests for independence between categorical variables" @default.
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- W4296025297 doi "https://doi.org/10.1016/j.econlet.2022.110850" @default.
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