Tests in Contingency Tables as Regression Tests

28 Pages Posted: 5 Sep 2006

See all articles by Stanislav Anatolyev

Stanislav Anatolyev

New Economic School; CERGE-EI

Grigory Kosenok

New Economic School

Date Written: September 4, 2006

Abstract

Applied researchers often use tests based on contingency tables in preliminary data analysis and diagnostic testing. We show that many of such tests may be alternatively implemented by testing for coefficient restrictions in linear regression systems (as a rule, employing the Wald test). This unifies the theories of regression analysis and contingency tables, sheds more light on intuitive contents of contingency table tests, and provides a more convenient and familiar tool for practitioners.

Keywords: Contingency table, Linear regression, ?2-test, Wald test, Ranks

JEL Classification: C12, C22, C32, C53

Suggested Citation

Anatolyev, Stanislav and Kosenok, Grigory, Tests in Contingency Tables as Regression Tests (September 4, 2006). Available at SSRN: https://ssrn.com/abstract=928231 or http://dx.doi.org/10.2139/ssrn.928231

Stanislav Anatolyev (Contact Author)

New Economic School ( email )

Skolkovskoe shosse, 45
Moscow, 121353
Russia

CERGE-EI ( email )

P.O. Box 882
7 Politickych veznu
Prague 1, 111 21
Czech Republic

Grigory Kosenok

New Economic School ( email )

47 Nakhimovsky Prospekt
Suite 1721
117418 Moscow
Russia

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