# Goodness of fit test - overview

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Goodness of fit test
Kruskal-Wallis test
$z$ test for a single proportion
Independent variableIndependent/grouping variableIndependent variable
NoneOne categorical with $I$ independent groups ($I \geqslant 2$)None
Dependent variableDependent variableDependent variable
One categorical with $J$ independent groups ($J \geqslant 2$)One of ordinal levelOne categorical with 2 independent groups
Null hypothesisNull hypothesisNull hypothesis
• H0: the population proportions in each of the $J$ conditions are $\pi_1$, $\pi_2$, $\ldots$, $\pi_J$
or equivalently
• H0: the probability of drawing an observation from condition 1 is $\pi_1$, the probability of drawing an observation from condition 2 is $\pi_2$, $\ldots$, the probability of drawing an observation from condition $J$ is $\pi_J$
If the dependent variable is measured on a continuous scale and the shape of the distribution of the dependent variable is the same in all $I$ populations:
• H0: the population medians for the $I$ groups are equal
Else:
Formulation 1:
• H0: the population scores in any of the $I$ groups are not systematically higher or lower than the population scores in any of the other groups
Formulation 2:
• H0: P(an observation from population $g$ exceeds an observation from population $h$) = P(an observation from population $h$ exceeds an observation from population $g$), for each pair of groups.
Several different formulations of the null hypothesis can be found in the literature, and we do not agree with all of them. Make sure you (also) learn the one that is given in your text book or by your teacher.
H0: $\pi = \pi_0$

Here $\pi$ is the population proportion of 'successes', and $\pi_0$ is the population proportion of successes according to the null hypothesis.
Alternative hypothesisAlternative hypothesisAlternative hypothesis
• H1: the population proportions are not all as specified under the null hypothesis
or equivalently
• H1: the probabilities of drawing an observation from each of the conditions are not all as specified under the null hypothesis
If the dependent variable is measured on a continuous scale and the shape of the distribution of the dependent variable is the same in all $I$ populations:
• H1: not all of the population medians for the $I$ groups are equal
Else:
Formulation 1:
• H1: the poplation scores in some groups are systematically higher or lower than the population scores in other groups
Formulation 2:
• H1: for at least one pair of groups:
P(an observation from population $g$ exceeds an observation from population $h$) $\neq$ P(an observation from population $h$ exceeds an observation from population $g$)
H1 two sided: $\pi \neq \pi_0$
H1 right sided: $\pi > \pi_0$
H1 left sided: $\pi < \pi_0$
AssumptionsAssumptionsAssumptions
• Sample size is large enough for $X^2$ to be approximately chi-squared distributed. Rule of thumb: all $J$ expected cell counts are 5 or more
• Sample is a simple random sample from the population. That is, observations are independent of one another
• Group 1 sample is a simple random sample (SRS) from population 1, group 2 sample is an independent SRS from population 2, $\ldots$, group $I$ sample is an independent SRS from population $I$. That is, within and between groups, observations are independent of one another
• Sample size is large enough for $z$ to be approximately normally distributed. Rule of thumb:
• Significance test: $N \times \pi_0$ and $N \times (1 - \pi_0)$ are each larger than 10
• Regular (large sample) 90%, 95%, or 99% confidence interval: number of successes and number of failures in sample are each 15 or more
• Plus four 90%, 95%, or 99% confidence interval: total sample size is 10 or more
• Sample is a simple random sample from the population. That is, observations are independent of one another
If the sample size is too small for $z$ to be approximately normally distributed, the binomial test for a single proportion should be used.
Test statisticTest statisticTest statistic
$X^2 = \sum{\frac{(\mbox{observed cell count} - \mbox{expected cell count})^2}{\mbox{expected cell count}}}$
Here the expected cell count for one cell = $N \times \pi_j$, the observed cell count is the observed sample count in that same cell, and the sum is over all $J$ cells.

$H = \dfrac{12}{N (N + 1)} \sum \dfrac{R^2_i}{n_i} - 3(N + 1)$

Here $N$ is the total sample size, $R_i$ is the sum of ranks in group $i$, and $n_i$ is the sample size of group $i$. Remember that multiplication precedes addition, so first compute $\frac{12}{N (N + 1)} \times \sum \frac{R^2_i}{n_i}$ and then subtract $3(N + 1)$.

Note: if ties are present in the data, the formula for $H$ is more complicated.
$z = \dfrac{p - \pi_0}{\sqrt{\dfrac{\pi_0(1 - \pi_0)}{N}}}$
Here $p$ is the sample proportion of successes: $\dfrac{X}{N}$, $N$ is the sample size, and $\pi_0$ is the population proportion of successes according to the null hypothesis.
Sampling distribution of $X^2$ if H0 were trueSampling distribution of $H$ if H0 were trueSampling distribution of $z$ if H0 were true
Approximately the chi-squared distribution with $J - 1$ degrees of freedom

For large samples, approximately the chi-squared distribution with $I - 1$ degrees of freedom.

For small samples, the exact distribution of $H$ should be used.

Approximately the standard normal distribution
Significant?Significant?Significant?
• Check if $X^2$ observed in sample is equal to or larger than critical value $X^{2*}$ or
• Find $p$ value corresponding to observed $X^2$ and check if it is equal to or smaller than $\alpha$
For large samples, the table with critical $X^2$ values can be used. If we denote $X^2 = H$:
• Check if $X^2$ observed in sample is equal to or larger than critical value $X^{2*}$ or
• Find $p$ value corresponding to observed $X^2$ and check if it is equal to or smaller than $\alpha$
Two sided:
Right sided:
Left sided:
n.a.n.a.Approximate $C\%$ confidence interval for $\pi$
--Regular (large sample):
• $p \pm z^* \times \sqrt{\dfrac{p(1 - p)}{N}}$
where the critical value $z^*$ is the value under the normal curve with the area $C / 100$ between $-z^*$ and $z^*$ (e.g. $z^*$ = 1.96 for a 95% confidence interval)
With plus four method:
• $p_{plus} \pm z^* \times \sqrt{\dfrac{p_{plus}(1 - p_{plus})}{N + 4}}$
where $p_{plus} = \dfrac{X + 2}{N + 4}$ and the critical value $z^*$ is the value under the normal curve with the area $C / 100$ between $-z^*$ and $z^*$ (e.g. $z^*$ = 1.96 for a 95% confidence interval)
n.a.n.a.Equivalent to
--
• When testing two sided: goodness of fit test, with a categorical variable with 2 levels.
• When $N$ is large, the $p$ value from the $z$ test for a single proportion approaches the $p$ value from the binomial test for a single proportion. The $z$ test for a single proportion is just a large sample approximation of the binomial test for a single proportion.
Example contextExample contextExample context
Is the proportion of people with a low, moderate, and high social economic status in the population different from $\pi_{low} = 0.2,$ $\pi_{moderate} = 0.6,$ and $\pi_{high} = 0.2$?Do people from different religions tend to score differently on social economic status? Is the proportion of smokers amongst office workers different from $\pi_0 = 0.2$? Use the normal approximation for the sampling distribution of the test statistic.
SPSSSPSSSPSS
Analyze > Nonparametric Tests > Legacy Dialogs > Chi-square...
• Put your categorical variable in the box below Test Variable List
• Fill in the population proportions / probabilities according to $H_0$ in the box below Expected Values. If $H_0$ states that they are all equal, just pick 'All categories equal' (default)
Analyze > Nonparametric Tests > Legacy Dialogs > K Independent Samples...
• Put your dependent variable in the box below Test Variable List and your independent (grouping) variable in the box below Grouping Variable
• Click on the Define Range... button. If you can't click on it, first click on the grouping variable so its background turns yellow
• Fill in the smallest value you have used to indicate your groups in the box next to Minimum, and the largest value you have used to indicate your groups in the box next to Maximum
• Continue and click OK
Analyze > Nonparametric Tests > Legacy Dialogs > Binomial...
• Put your dichotomous variable in the box below Test Variable List
• Fill in the value for $\pi_0$ in the box next to Test Proportion
If computation time allows, SPSS will give you the exact $p$ value based on the binomial distribution, rather than the approximate $p$ value based on the normal distribution
JamoviJamoviJamovi
Frequencies > N Outcomes - $\chi^2$ Goodness of fit
• Put your categorical variable in the box below Variable
• Click on Expected Proportions and fill in the population proportions / probabilities according to $H_0$ in the boxes below Ratio. If $H_0$ states that they are all equal, you can leave the ratios equal to the default values (1)
ANOVA > One Way ANOVA - Kruskal-Wallis
• Put your dependent variable in the box below Dependent Variables and your independent (grouping) variable in the box below Grouping Variable
Frequencies > 2 Outcomes - Binomial test
• Put your dichotomous variable in the white box at the right
• Fill in the value for $\pi_0$ in the box next to Test value
• Under Hypothesis, select your alternative hypothesis
Jamovi will give you the exact $p$ value based on the binomial distribution, rather than the approximate $p$ value based on the normal distribution
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