Test of Independence for Ordinal Data Using Bootstrap  

Oleh:

Bentler, Peter M. ; Wai, Chan ; Man-Lai, Tang ; Yiu-Fai, Yung

Jenis: Article from Journal - ilmiah internasional
Dalam koleksi: Educational and Psychological Measurement vol. 58 no. 2 (1998), page 221-240.
Topik: independence; hypotheses; independence; statistical analysis; monte carlo simulation
Fulltext: 221.pdf (1.52MB)

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: EE30.2 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

In a two - way cross table, the association between two ordinal variables can be assessed by different measures such as foodman and kruskal's gamma (j) and kendall's tau - b (tb). When sample size is large, the independence hypothesis between the row and the column variables can be tested by the traditional asymptotic test (TAT). TAT, however, falis to work satisfactorily when sample size is small because the theoretical distribution of the test statistic may only hold as asymptotically. In this study, two bootstrap - based tests (BBTs) are proposed for testing the independence hypothesis. Monte carlo studies are used to compare the TAT with the BBTs at small to moderate sample sizes. The BBTs are superior to the TAT in two aspects. The control of type I error rate by the BBTs is more accurate, and the BBTs are more powerful because they are more likely than the TAT to reject false null hypotheses.

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