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Course 5 Econometrics
Introduction
• Two statistical techniques are presented, to
analyze qualitative data.
– A goodness-of-fit test for the multinomial experiment.
– A contingency table test of independence.
• Both tests use the c2 as the sampling distribution
for the test statistic.
Chi-squared Goodness-of-Fit Test
• This test describes a single population of qualitative data.
• The multinomial experiment studied is an extension of the
binomial experiment.
– There are n independent trials.
– The outcome of each trial can be classified into one of
k categories, called cells.
– The probability pi of cell i remains constant for each
trial. Moreover, p1 + p2 = … +pk = 1.
• The hypothesis tested involves the values of pi.
– Two competing companies A and B have conducted
aggressive advertising campaigns.
– Market shares before the campaigns were:
• Company A = 45%
• Company B = 40%
• Other competitors = 15%.
– To study the effects of the campaigns on the market
shares, 200 customers were asked to indicate their
preference regarding the product advertised.
– Survey results:
• 102 customers preferred the company A’s product,
• 82 customers preferred the company B’s product,
• 16 customers preferred the other competitors’ product.
• Solution
– The population investigated is the brand preferences.
– The data are qualitative (A, B, or other)
– This is a multinomial experiment (three categories).
– The question of interest: Are p1, p2, and p3 different
after the campaign from their values before the
campaign?
• The hypotheses are:
H0: p1 = .45, p2 = .40, p3 = .15
H1: At least one pi is not equal to its specified value
Test statistic: What sample frequency would you expect for each
category if the null hypothesis is true?
90 = 200(.45) 80 = 200(.40) What actual frequencies
did the sample return?
1
2
102
3
82
30 = 200(.15)
1
2
3
16
– The statistic is
(oi ei )
k 2
c
2
Conclusion: At 5% significance level
i 1 ei there is sufficient evidence to reject
the null hypothesis. At least one of the
– The rejection region is probabilities pi is different. Thus, at least
two market shares have changed.
c c 2 2
,k1
– In our example:
k
(102 90)2 (82 80)2 (16 30)2
c2
i1
90
80
30
8.18