Goodness of fit test - overview
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Goodness of fit test | Chi-squared test for the relationship between two categorical variables | McNemar's test |
You cannot compare more than 3 methods |
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Independent variable | Independent /column variable | Independent variable | |
None | One categorical with $I$ independent groups ($I \geqslant 2$) | 2 paired groups | |
Dependent variable | Dependent /row variable | Dependent variable | |
One categorical with $J$ independent groups ($J \geqslant 2$) | One categorical with $J$ independent groups ($J \geqslant 2$) | One categorical with 2 independent groups | |
Null hypothesis | Null hypothesis | 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:
| Let's say that the scores on the dependent variable are scored 0 and 1. Then for each pair of scores, the data allow four options:
Other formulations of the null hypothesis are:
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Alternative hypothesis | Alternative hypothesis | Alternative hypothesis | |
| 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:
| The alternative hypothesis H1 is that for each pair of scores, P(first score of pair is 0 while second score of pair is 1) $\neq$ P(first score of pair is 1 while second score of pair is 0). That is, the probability that a pair of scores switches from 0 to 1 is not the same as the probability that a pair of scores switches from 1 to 0. Other formulations of the alternative hypothesis are:
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Assumptions | Assumptions | Assumptions | |
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Test statistic | Test statistic | Test 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. | $X^2 = \sum{\frac{(\mbox{observed cell count} - \mbox{expected cell count})^2}{\mbox{expected cell count}}}$
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. | $X^2 = \dfrac{(b - c)^2}{b + c}$
Here $b$ is the number of pairs in the sample for which the first score is 0 while the second score is 1, and $c$ is the number of pairs in the sample for which the first score is 1 while the second score is 0. | |
Sampling distribution of $X^2$ if H0 were true | Sampling distribution of $X^2$ if H0 were true | Sampling distribution of $X^2$ if H0 were true | |
Approximately the chi-squared distribution with $J - 1$ degrees of freedom | Approximately the chi-squared distribution with $(I - 1) \times (J - 1)$ degrees of freedom | If $b + c$ is large enough (say, > 20), approximately the chi-squared distribution with 1 degree of freedom. If $b + c$ is small, the Binomial($n$, $P$) distribution should be used, with $n = b + c$ and $P = 0.5$. In that case the test statistic becomes equal to $b$. | |
Significant? | Significant? | Significant? | |
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| For test statistic $X^2$:
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n.a. | n.a. | Equivalent to | |
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Example context | Example context | Example 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 $\pi_{high} = 0.2$? | Is there an association between economic class and gender? Is the distribution of economic class different between men and women? | Does a tv documentary about spiders change whether people are afraid (yes/no) of spiders? | |
SPSS | SPSS | SPSS | |
Analyze > Nonparametric Tests > Legacy Dialogs > Chi-square...
| Analyze > Descriptive Statistics > Crosstabs...
| Analyze > Nonparametric Tests > Legacy Dialogs > 2 Related Samples...
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Jamovi | Jamovi | Jamovi | |
Frequencies > N Outcomes - $\chi^2$ Goodness of fit
| Frequencies > Independent Samples - $\chi^2$ test of association
| Frequencies > Paired Samples - McNemar test
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Practice questions | Practice questions | Practice questions | |