coindep_test {vcd} | R Documentation

## Test for (Conditional) Independence

### Description

Performs a test of (conditional) independence of 2 margins in a contingency table by simulation from the marginal distribution of the input table under (conditional) independence.

### Usage

    coindep_test(x, margin = NULL, n = 1000,
      indepfun = function(x) max(abs(x)), aggfun = max,
      alternative = c("greater", "less"),
      pearson = TRUE)

### Arguments

`x` | a contingency table.
`margin` | margin index(es) or corresponding name(s) of the conditioning variables. Each resulting conditional table has to be a 2-way table.
`n` | number of (conditional) independence tables to be drawn.
`indepfun` | aggregation function capturing independence in (each conditional) 2-way table.
`aggfun` | aggregation function aggregating the test statistics computed by `indepfun`.
`alternative` | a character string specifying the alternative hypothesis; must be either `"greater"` (default) or `"less"` (and may be abbreviated.)
`pearson` | logical. Should the table of Pearson residuals under independence be computed and passed to `indepfun` (default) or the raw table of observed frequencies?

### Details

If `margin` is `NULL` this computes a simple independence statistic in a 2-way table. Alternatively, `margin` can give several conditioning variables and then conditional independence in the resulting conditional table is tested.

By default, this uses a (double) maximum statistic of Pearson residuals. By changing `indepfun` or `aggfun` a (maximum of) Pearson Chi-squared statistic(s) can be computed or just the usual Pearson Chi-squared statistics and so on. Other statistics can be computed by changing `pearson` to `FALSE`.

The function uses `r2dtable` to simulate the distribution of the test statistic under the null.

### Value

A list of class `"coindep_test"` inheriting from `"htest"` with following components:

`statistic` | the value of the test statistic.
`p.value` | the p value for the test.
`method` | a character string indicating the type of the test.
`data.name` | a character string giving the name(s) of the data.
`observed` | observed table of frequencies
`expctd` | expected table of frequencies
`residuals` | corresponding Pearson residuals
`margin` | the `margin` used
`dist` | a vector of size `n` with simulated values of the distribution of the statistic under the null.
`qdist` | the corresponding quantile function (for computing critical values).
`pdist` | the corresponding distribution function (for computing p values).

### Author(s)

Achim Zeileis Achim.Zeileis@R-project.org

### See Also

`chisq.test`, `fisher.test`, `r2dtable`

### Examples

    TeaTasting <- matrix(c(3, 1, 1, 3), nr = 2,
                         dimnames = list(Guess = c("Milk", "Tea"),
                                         Truth = c("Milk", "Tea"))
    )
    ## compute maximum statistic
    coindep_test(TeaTasting)
    ## compute Chi-squared statistic
    coindep_test(TeaTasting, indepfun = function(x) sum(x^2))
    ## use unconditional asymptotic distribution
    chisq.test(TeaTasting, correct = FALSE)
    chisq.test(TeaTasting)

    data(UCBAdmissions)
    ## double maximum statistic
    coindep_test(UCBAdmissions, margin = "Dept")
    ## maximum of Chi-squared statistics
    coindep_test(UCBAdmissions, margin = "Dept", indepfun = function(x) sum(x^2))
    ## Pearson Chi-squared statistic
    coindep_test(UCBAdmissions, margin = "Dept", indepfun = function(x) sum(x^2), aggfun = sum)
    ## use unconditional asymptotic distribution
    loglm(~ Dept * (Gender + Admit), data = UCBAdmissions)

[Package vcd version 0.9-6 Index]