IDEAS home Printed from https://ideas.repec.org/p/dpr/wpaper/0586.html
   My bibliography  Save this paper

Monotonicity of Chi-square Test Statistics

Author

Listed:
  • Keunkwan Ryu

Abstract

This paper establishes monotonicity of the chi-square test statistic. As the more efficient parameter estimator is plugged into the test statistic, the degrees of freedom of the resulting chi-square test statistic monotonically increase.

Suggested Citation

  • Keunkwan Ryu, 2003. "Monotonicity of Chi-square Test Statistics," ISER Discussion Paper 0586, Institute of Social and Economic Research, Osaka University.
    • Handle: RePEc:dpr:wpaper:0586
    as

    Download full text from publisher

    File URL: https://www.iser.osaka-u.ac.jp/library/dp/2003/DP0586.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Ryu, Keunkwan, 1993. "Monotonicity of the Fisher information and the Kullback-Leibler divergence measure," Economics Letters, Elsevier, vol. 42(2-3), pages 121-128.
    2. Andrews, Donald W. K., 1988. "Chi-square diagnostic tests for econometric models : Introduction and applications," Journal of Econometrics, Elsevier, vol. 37(1), pages 135-156, January.
    3. Andrews, Donald W K, 1988. "Chi-Square Diagnostic Tests for Econometric Models: Theory," Econometrica, Econometric Society, vol. 56(6), pages 1419-1453, November.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. John K. Dagsvik & Zhiyang Jia, 2016. "Labor Supply as a Choice Among Latent Jobs: Unobserved Heterogeneity and Identification," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 487-506, April.
    2. Otsu, Taisuke & Pesendorfer, Martin & Takahashi, Yuya, 2013. "Testing for Equilibrium Multiplicity in Dynamic Markov Games," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 423, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    3. Tue Gørgens & Dean Robert Hyslop, 2018. "The Specification of Dynamic Discrete-Time Two-State Panel Data Models," Econometrics, MDPI, vol. 7(1), pages 1-16, December.
    4. Deb, Partha & Trivedi, Pravin K., 2002. "The structure of demand for health care: latent class versus two-part models," Journal of Health Economics, Elsevier, vol. 21(4), pages 601-625, July.
    5. Miguel C. Manjon-Antolin & Josep Maria Arauzo-Carod, 2006. "Locations and Relocations: Modelling, Determinants, and Interrelations," ERSA conference papers ersa06p33, European Regional Science Association.
    6. Pesendorfer, Martin & Takahashi, Yuya & Otsu, Taisuke, 2014. "Testing Equilibrium Multiplicity in Dynamic Games," CEPR Discussion Papers 10111, C.E.P.R. Discussion Papers.
    7. McDonald, John, 2009. "Using least squares and tobit in second stage DEA efficiency analyses," European Journal of Operational Research, Elsevier, vol. 197(2), pages 792-798, September.
    8. Bart Cockx & Muriel Dejemeppe & Andrey Launov & Bruno Van der Linden, 2018. "Imperfect Monitoring of Job Search: Structural Estimation and Policy Design," Journal of Labor Economics, University of Chicago Press, vol. 36(1), pages 75-120.
    9. Nelissen, J.H.M., 1994. "Gedragseffecten en kringloopeffecten in microsimulatiemodellen," WORC Paper 94.11.060/2, Tilburg University, Work and Organization Research Centre.
    10. Raymond (R.H.J.M.) Gradus & Elbert (E.) Dijkgraaf, 2017. "Dutch Municipalities are Becoming Greener: Some Political and Institutional Explanations," Tinbergen Institute Discussion Papers 17-086/VIII, Tinbergen Institute.
    11. John K. Dagsvik & Zhiyang Jia, 2014. "Labor supply as a discrete choice among latent jobs: Unobserved heterogeneity and identification," Discussion Papers 786, Statistics Norway, Research Department.
    12. Mosca, I. & Schut-Welkzijn, A., 2008. "Choice determinants of the mobility in the Dutch health insurance market," Other publications TiSEM 6908cbf8-9b72-47ff-98ee-3, Tilburg University, School of Economics and Management.
    13. Andrews, Donald W.K. & Shi, Xiaoxia, 2017. "Inference based on many conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 196(2), pages 275-287.
    14. Aguirregabiria, Victor & Mira, Pedro, 2010. "Dynamic discrete choice structural models: A survey," Journal of Econometrics, Elsevier, vol. 156(1), pages 38-67, May.
    15. Duplinskiy, A., 2014. "Is regularization necessary? A Wald-type test under non-regular conditions," Research Memorandum 025, Maastricht University, Graduate School of Business and Economics (GSBE).
    16. Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Other publications TiSEM 93fe16c1-9f21-4dab-9b73-4, Tilburg University, School of Economics and Management.
    17. Elias Katsikas & Theologos Dergiades, 2012. "Revising higher education policy in Greece: filling the Danaids’ Jar," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 39(3), pages 279-292, August.
    18. Bargain, Olivier & Lacroix, Guy & Tiberti, Luca, 2018. "Validating the Collective Model of Household Consumption Using Direct Evidence on Sharing," IZA Discussion Papers 11653, Institute of Labor Economics (IZA).
    19. van Soest, A.H.O. & Kapteyn, A.J., 1989. "The impact of minimum wage regulations on employment and the wage rate distribution," Discussion Paper 1989-47, Tilburg University, Center for Economic Research.
    20. Sung-Jin Cho & John Rust, 2015. "Precommitments for Financial Self-Control:Evidence from Credit Card Borrowing," 2015 Meeting Papers 33, Society for Economic Dynamics.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:dpr:wpaper:0586. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Librarian (email available below). General contact details of provider: https://edirc.repec.org/data/isosujp.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.