Tests for categorical data beyond Pearson: A distance covariance and energy distance approach

Fuente: arXiv
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Main Authors: Castro-Prado, Fernando, González-Manteiga, Wenceslao, Costas, Javier, Facal, Fernando, Edelmann, Dominic
Format: Preprint
Published: 2024
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_version_ 1866917617957076992
author Castro-Prado, Fernando
González-Manteiga, Wenceslao
Costas, Javier
Facal, Fernando
Edelmann, Dominic
author_facet Castro-Prado, Fernando
González-Manteiga, Wenceslao
Costas, Javier
Facal, Fernando
Edelmann, Dominic
contents Categorical variables are of uttermost importance in biomedical research. When two of them are considered, it is often the case that one wants to test whether or not they are statistically dependent. We show weaknesses of classical methods -- such as Pearson's and the G-test -- and we propose testing strategies based on distances that lack those drawbacks. We first develop this theory for classical two-dimensional contingency tables, within the context of distance covariance, an association measure that characterises general statistical independence of two variables. We then apply the same fundamental ideas to one-dimensional tables, namely to the testing for goodness of fit to a discrete distribution, for which we resort to an analogous statistic called energy distance. We prove that our methodology has desirable theoretical properties, and we show how we can calibrate the null distribution of our test statistics without resorting to any resampling technique. We illustrate all this in simulations, as well as with some real data examples, demonstrating the adequate performance of our approach for biostatistical practice.
format Preprint
id arxiv_https___arxiv_org_abs_2403_12711
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Tests for categorical data beyond Pearson: A distance covariance and energy distance approach
Castro-Prado, Fernando
González-Manteiga, Wenceslao
Costas, Javier
Facal, Fernando
Edelmann, Dominic
Methodology
Statistics Theory
Applications
Categorical variables are of uttermost importance in biomedical research. When two of them are considered, it is often the case that one wants to test whether or not they are statistically dependent. We show weaknesses of classical methods -- such as Pearson's and the G-test -- and we propose testing strategies based on distances that lack those drawbacks. We first develop this theory for classical two-dimensional contingency tables, within the context of distance covariance, an association measure that characterises general statistical independence of two variables. We then apply the same fundamental ideas to one-dimensional tables, namely to the testing for goodness of fit to a discrete distribution, for which we resort to an analogous statistic called energy distance. We prove that our methodology has desirable theoretical properties, and we show how we can calibrate the null distribution of our test statistics without resorting to any resampling technique. We illustrate all this in simulations, as well as with some real data examples, demonstrating the adequate performance of our approach for biostatistical practice.
title Tests for categorical data beyond Pearson: A distance covariance and energy distance approach
topic Methodology
Statistics Theory
Applications
url https://arxiv.org/abs/2403.12711