bootstrap2x2 | R Documentation |
Parametric Bootstrap of 2x2 Contingence independence test. The goodness of fit statistic is the root-mean-square statistic (RMST) or Hellinger divergence, as proposed by Perkins et al. [1, 2]. Hellinger divergence (HD) is computed as proposed in [3].
bootstrap2x2(x, stat = "rmst", num.permut = 100)
x |
A numerical matrix corresponding to cross tabulation (2x2) table (contingency table). |
stat |
Statistic to be used in the testing: 'rmst','hdiv', or 'all'. |
num.permut |
Number of permutations. |
For goodness-of-fit the following null hypothesis is tested
H_\theta: p = p(\theta)
To conduct a single simulation, we perform the following three-step
procedure [1,2]:
To generate m i.i.d. draws according to the model distribution
p(\theta)
, where \theta'
is the estimate calculated
from the experimental data,
To estimate the parameter \theta
from the data generated in
Step 1, obtaining a new estimate \theta
est.
To calculate the statistic under consideration (HD,
RMST), using the data generated in Step 1 and taking the model
distribution to be \theta
est, where \theta
est is the
estimate calculated in Step 2 from the data generated in Step 1.
After conducting many such simulations, the confidence level for
rejecting the null hypothesis is the fraction of the statistics
calculated in step 3 that are less than the statistic calculated from
the empirical data. The significance level \alpha
is the same as a
confidence level of 1-\alpha
.
A p-value probability
Perkins W, Tygert M, Ward R. Chi^2 and Classical Exact Tests Often Wildly Misreport Significance; the Remedy Lies in Computers [Internet]. Uploaded to ArXiv. 2011. Report No.: arXiv:1108.4126v2.
Perkins, W., Tygert, M. & Ward, R. Computing the confidence levels or a root-mean square test of goodness-of-fit. 217, 9072-9084 (2011).
Basu, A., Mandal, A. & Pardo, L. Hypothesis testing for two discrete populations based on the Hellinger distance. Stat. Probab. Lett. 80, 206-214 (2010).
set.seed(123)
TeaTasting = matrix(c(8, 350, 2, 20), nrow = 2,
dimnames = list(Guess = c('Milk', 'Tea'),
Truth = c('Milk', 'Tea')))
## Small num.permut for test's speed sake
bootstrap2x2( TeaTasting, stat = 'all', num.permut = 100 )
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