Kybernetika 42 no. 6, 711-722, 2006

Choosing the best φ-divergence goodness-of-fit statistic in multinomial sampling with linear constraints

Nirian Martin and Leandro Pardo


In this paper we present a simulation study to analyze the behavior of the $\phi $-divergence test statistics in the problem of goodness-of-fit for loglinear models with linear constraints and multinomial sampling. We pay special attention to the Rényi's and $I_{r}$-divergence measures.