# Goodness of fit test - overview

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Goodness of fit test
Kruskal-Wallis test
Cochran's Q test
Paired sample $t$ test
One sample $t$ test for the mean
Sign test
Binomial test for a single proportion
Chi-squared test for the relationship between two categorical variables
Independent variableIndependent/grouping variableIndependent/grouping variableIndependent variableIndependent variableIndependent variableIndependent variableIndependent /column variable
NoneOne categorical with $I$ independent groups ($I \geqslant 2$)One within subject factor ($\geq 2$ related groups)2 paired groupsNone2 paired groupsNoneOne categorical with $I$ independent groups ($I \geqslant 2$)
Dependent variableDependent variableDependent variableDependent variableDependent variableDependent variableDependent variableDependent /row variable
One categorical with $J$ independent groups ($J \geqslant 2$)One of ordinal levelOne categorical with 2 independent groupsOne quantitative of interval or ratio levelOne quantitative of interval or ratio levelOne of ordinal levelOne categorical with 2 independent groupsOne categorical with $J$ independent groups ($J \geqslant 2$)
Null hypothesisNull hypothesisNull hypothesisNull hypothesisNull hypothesisNull 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: $\pi_1 = \pi_2 = \ldots = \pi_I$

Here $\pi_1$ is the population proportion of 'successes' for group 1, $\pi_2$ is the population proportion of 'successes' for group 2, and $\pi_I$ is the population proportion of 'successes' for group $I.$
H0: $\mu = \mu_0$

Here $\mu$ is the population mean of the difference scores, and $\mu_0$ is the population mean of the difference scores according to the null hypothesis, which is usually 0. A difference score is the difference between the first score of a pair and the second score of a pair.
H0: $\mu = \mu_0$

Here $\mu$ is the population mean, and $\mu_0$ is the population mean according to the null hypothesis.
• H0: P(first score of a pair exceeds second score of a pair) = P(second score of a pair exceeds first score of a pair)
If the dependent variable is measured on a continuous scale, this can also be formulated as:
• H0: the population median of the difference scores is equal to zero
A difference score is the difference between the first score of a pair and the second score of a pair.
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.
H0: there is no association between the row and column variable

More precisely, if there are $I$ independent random samples of size $n_i$ from each of $I$ populations, defined by the independent variable:
• H0: the distribution of the dependent variable is the same in each of the $I$ populations
If there is one random sample of size $N$ from the total population:
• H0: the row and column variables are independent
Alternative hypothesisAlternative hypothesisAlternative hypothesisAlternative hypothesisAlternative hypothesisAlternative 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: not all population proportions are equalH1 two sided: $\mu \neq \mu_0$
H1 right sided: $\mu > \mu_0$
H1 left sided: $\mu < \mu_0$
H1 two sided: $\mu \neq \mu_0$
H1 right sided: $\mu > \mu_0$
H1 left sided: $\mu < \mu_0$
• H1 two sided: P(first score of a pair exceeds second score of a pair) $\neq$ P(second score of a pair exceeds first score of a pair)
• H1 right sided: P(first score of a pair exceeds second score of a pair) > P(second score of a pair exceeds first score of a pair)
• H1 left sided: P(first score of a pair exceeds second score of a pair) < P(second score of a pair exceeds first score of a pair)
If the dependent variable is measured on a continuous scale, this can also be formulated as:
• H1 two sided: the population median of the difference scores is different from zero
• H1 right sided: the population median of the difference scores is larger than zero
• H1 left sided: the population median of the difference scores is smaller than zero
H1 two sided: $\pi \neq \pi_0$
H1 right sided: $\pi > \pi_0$
H1 left sided: $\pi < \pi_0$
H1: there is an association between the row and column variable

More precisely, if there are $I$ independent random samples of size $n_i$ from each of $I$ populations, defined by the independent variable:
• H1: the distribution of the dependent variable is not the same in all of the $I$ populations
If there is one random sample of size $N$ from the total population:
• H1: the row and column variables are dependent
AssumptionsAssumptionsAssumptionsAssumptionsAssumptionsAssumptionsAssumptionsAssumptions
• 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 of 'blocks' (usually the subjects) is a simple random sample from the population. That is, blocks are independent of one another
• Difference scores are normally distributed in the population
• Sample of difference scores is a simple random sample from the population of difference scores. That is, difference scores are independent of one another
• Scores are normally distributed in the population
• Sample is a simple random sample from the population. That is, observations are independent of one another
• Sample of pairs is a simple random sample from the population of pairs. That is, pairs are independent of one another
• Sample is a simple random sample from the population. That is, observations are independent of one another
• Sample size is large enough for $X^2$ to be approximately chi-squared distributed under the null hypothesis. Rule of thumb:
• 2 $\times$ 2 table: all four expected cell counts are 5 or more
• Larger than 2 $\times$ 2 tables: average of the expected cell counts is 5 or more, smallest expected cell count is 1 or more
• There are $I$ independent simple random samples from each of $I$ populations defined by the independent variable, or there is one simple random sample from the total population
Test statisticTest statisticTest statisticTest statisticTest statisticTest 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.
If a failure is scored as 0 and a success is scored as 1:

$Q = k(k - 1) \dfrac{\sum_{groups} \Big (\mbox{group total} - \frac{\mbox{grand total}}{k} \Big)^2}{\sum_{blocks} \mbox{block total} \times (k - \mbox{block total})}$

Here $k$ is the number of related groups (usually the number of repeated measurements), a group total is the sum of the scores in a group, a block total is the sum of the scores in a block (usually a subject), and the grand total is the sum of all the scores.

Before computing $Q$, first exclude blocks with equal scores in all $k$ groups.
$t = \dfrac{\bar{y} - \mu_0}{s / \sqrt{N}}$
Here $\bar{y}$ is the sample mean of the difference scores, $\mu_0$ is the population mean of the difference scores according to the null hypothesis, $s$ is the sample standard deviation of the difference scores, and $N$ is the sample size (number of difference scores).

The denominator $s / \sqrt{N}$ is the standard error of the sampling distribution of $\bar{y}$. The $t$ value indicates how many standard errors $\bar{y}$ is removed from $\mu_0$.
$t = \dfrac{\bar{y} - \mu_0}{s / \sqrt{N}}$
Here $\bar{y}$ is the sample mean, $\mu_0$ is the population mean according to the null hypothesis, $s$ is the sample standard deviation, and $N$ is the sample size.

The denominator $s / \sqrt{N}$ is the standard error of the sampling distribution of $\bar{y}$. The $t$ value indicates how many standard errors $\bar{y}$ is removed from $\mu_0$.
$W =$ number of difference scores that is larger than 0$X$ = number of successes in the sample$X^2 = \sum{\frac{(\mbox{observed cell count} - \mbox{expected cell count})^2}{\mbox{expected cell count}}}$
Here for each cell, the expected cell count = $\dfrac{\mbox{row total} \times \mbox{column total}}{\mbox{total sample size}}$, the observed cell count is the observed sample count in that same cell, and the sum is over all $I \times J$ cells.
Sampling distribution of $X^2$ if H0 were trueSampling distribution of $H$ if H0 were trueSampling distribution of $Q$ if H0 were trueSampling distribution of $t$ if H0 were trueSampling distribution of $t$ if H0 were trueSampling distribution of $W$ if H0 were trueSampling distribution of $X$ if H0 were trueSampling distribution of $X^2$ 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.

If the number of blocks (usually the number of subjects) is large, approximately the chi-squared distribution with $k - 1$ degrees of freedom$t$ distribution with $N - 1$ degrees of freedom$t$ distribution with $N - 1$ degrees of freedomThe exact distribution of $W$ under the null hypothesis is the Binomial($n$, $P$) distribution, with $n =$ number of positive differences $+$ number of negative differences, and $P = 0.5$.

If $n$ is large, $W$ is approximately normally distributed under the null hypothesis, with mean $nP = n \times 0.5$ and standard deviation $\sqrt{nP(1-P)} = \sqrt{n \times 0.5(1 - 0.5)}$. Hence, if $n$ is large, the standardized test statistic $$z = \frac{W - n \times 0.5}{\sqrt{n \times 0.5(1 - 0.5)}}$$ follows approximately the standard normal distribution if the null hypothesis were true.
Binomial($n$, $P$) distribution.

Here $n = N$ (total sample size), and $P = \pi_0$ (population proportion according to the null hypothesis).
Approximately the chi-squared distribution with $(I - 1) \times (J - 1)$ degrees of freedom
Significant?Significant?Significant?Significant?Significant?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 $\alpha$
If the number of blocks is large, the table with critical $X^2$ values can be used. If we denote $X^2 = Q$:
• 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:
Two sided:
Right sided:
Left sided:
If $n$ is small, the table for the binomial distribution should be used:
Two sided:
• Check if $W$ observed in sample is in the rejection region or
• Find two sided $p$ value corresponding to observed $W$ and check if it is equal to or smaller than $\alpha$
Right sided:
• Check if $W$ observed in sample is in the rejection region or
• Find right sided $p$ value corresponding to observed $W$ and check if it is equal to or smaller than $\alpha$
Left sided:
• Check if $W$ observed in sample is in the rejection region or
• Find left sided $p$ value corresponding to observed $W$ and check if it is equal to or smaller than $\alpha$

If $n$ is large, the table for standard normal probabilities can be used:
Two sided:
Right sided:
Left sided:
Two sided:
• Check if $X$ observed in sample is in the rejection region or
• Find two sided $p$ value corresponding to observed $X$ and check if it is equal to or smaller than $\alpha$
Right sided:
• Check if $X$ observed in sample is in the rejection region or
• Find right sided $p$ value corresponding to observed $X$ and check if it is equal to or smaller than $\alpha$
Left sided:
• Check if $X$ observed in sample is in the rejection region or
• Find left sided $p$ value corresponding to observed $X$ and check if it is equal to or smaller than $\alpha$
• 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 $\alpha$
n.a.n.a.n.a.$C\%$ confidence interval for $\mu$$C\% confidence interval for \mun.a.n.a.n.a. ---\bar{y} \pm t^* \times \dfrac{s}{\sqrt{N}} where the critical value t^* is the value under the t_{N-1} distribution with the area C / 100 between -t^* and t^* (e.g. t^* = 2.086 for a 95% confidence interval when df = 20). The confidence interval for \mu can also be used as significance test. \bar{y} \pm t^* \times \dfrac{s}{\sqrt{N}} where the critical value t^* is the value under the t_{N-1} distribution with the area C / 100 between -t^* and t^* (e.g. t^* = 2.086 for a 95% confidence interval when df = 20). The confidence interval for \mu can also be used as significance test. --- n.a.n.a.n.a.Effect sizeEffect sizen.a.n.a.n.a. ---Cohen's d: Standardized difference between the sample mean of the difference scores and \mu_0:$$d = \frac{\bar{y} - \mu_0}{s}$$Cohen's d indicates how many standard deviations s the sample mean of the difference scores \bar{y} is removed from \mu_0. Cohen's d: Standardized difference between the sample mean and \mu_0:$$d = \frac{\bar{y} - \mu_0}{s}$$Cohen's$d$indicates how many standard deviations$s$the sample mean$\bar{y}$is removed from$\mu_0.$--- n.a.n.a.n.a.Visual representationVisual representationn.a.n.a.n.a. ------ n.a.n.a.Equivalent toEquivalent ton.a.Equivalent ton.a.n.a. --Friedman test, with a categorical dependent variable consisting of two independent groups. • One sample$t$test on the difference scores. • Repeated measures ANOVA with one dichotomous within subjects factor. - Two sided sign test is equivalent to -- Example contextExample contextExample contextExample contextExample contextExample 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? Subjects perform three different tasks, which they can either perform correctly or incorrectly. Is there a difference in task performance between the three different tasks?Is the average difference between the mental health scores before and after an intervention different from$\mu_0 = 0$?Is the average mental health score of office workers different from$\mu_0 = 50$?Do people tend to score higher on mental health after a mindfulness course?Is the proportion of smokers amongst office workers different from$\pi_0 = 0.2$?Is there an association between economic class and gender? Is the distribution of economic class different between men and women? SPSSSPSSSPSSSPSSSPSSSPSSSPSSSPSS 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 > K Related Samples... • Put the$k$variables containing the scores for the$k$related groups in the white box below Test Variables • Under Test Type, select Cochran's Q test Analyze > Compare Means > Paired-Samples T Test... • Put the two paired variables in the boxes below Variable 1 and Variable 2 Analyze > Compare Means > One-Sample T Test... • Put your variable in the box below Test Variable(s) • Fill in the value for$\mu_0$in the box next to Test Value Analyze > Nonparametric Tests > Legacy Dialogs > 2 Related Samples... • Put the two paired variables in the boxes below Variable 1 and Variable 2 • Under Test Type, select the Sign test 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 Analyze > Descriptive Statistics > Crosstabs... • Put one of your two categorical variables in the box below Row(s), and the other categorical variable in the box below Column(s) • Click the Statistics... button, and click on the square in front of Chi-square • Continue and click OK JamoviJamoviJamoviJamoviJamoviJamoviJamoviJamovi 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 Jamovi does not have a specific option for the Cochran's Q test. However, you can do the Friedman test instead. The$p$value resulting from this Friedman test is equivalent to the$p$value that would have resulted from the Cochran's Q test. Go to: ANOVA > Repeated Measures ANOVA - Friedman • Put the$k$variables containing the scores for the$k$related groups in the box below Measures T-Tests > Paired Samples T-Test • Put the two paired variables in the box below Paired Variables, one on the left side of the vertical line and one on the right side of the vertical line • Under Hypothesis, select your alternative hypothesis T-Tests > One Sample T-Test • Put your variable in the box below Dependent Variables • Under Hypothesis, fill in the value for$\mu_0$in the box next to Test Value, and select your alternative hypothesis Jamovi does not have a specific option for the sign test. However, you can do the Friedman test instead. The$p$value resulting from this Friedman test is equivalent to the two sided$p$value that would have resulted from the sign test. Go to: ANOVA > Repeated Measures ANOVA - Friedman • Put the two paired variables in the box below Measures 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 Frequencies > Independent Samples -$\chi^2\$ test of association
• Put one of your two categorical variables in the box below Rows, and the other categorical variable in the box below Columns
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