%0 Journal Article
%A Cressie, Noel A.
%A Pardo Llorente, Leandro
%A Pardo Llorente, María del Carmen
%T Size and power considerations for testing loglinear models using phi-divergence test statistics
%D 2003
%@ 1017-0405
%U https://hdl.handle.net/20.500.14352/50314
%X In this article, we assume that categorical data axe distributed according to a multinomial distribution whose probabilities follow a loglinear model. The inference problem we consider is that of hypothesis testing in a loglinear-model setting. The null hypothesis is a composite hypothesis nested within the alternative. Test statistics are chosen from the general class of phi-divergence statistics. This article collects together the operating characteristics of the hypothesis test based on both asymptotic (using large-sample theory) and finite-sample (using a designed simulation study) results. Members of the class of power divergence statistics are compared, and it is found that the Cressie-Read statistic offers an attractive alternative to the Pearson-based and the likelihood ratio-based test statistics, in terms of both exact and asymptotic size and power.
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