Choosing the Best Φ–divergence Goodness– Of–fit Statistic in Multinomial Sampling for Loglinear Models with Linear Constraints

Choosing the best φ-divergence goodness-of-fit statistic in multinomial sampling with linear constraints Institute of Mathematics of the Academy of Sciences of the Czech Republic provides access to digitized documents strictly for personal use. Each copy of any part of this document must contain these Terms of use. This paper has been digitized, optimized for electronic delivery and stamped with digital signature within the project DML-CZ: The Czech Digital Mathematics Library In this paper we present a simulation study to analyze the behavior of the φ-divergence test statistics in the problem of goodness-of-fit for loglinear models with linear constraints and multinomial sampling. We pay special attention to the Rényi's and I r-divergence measures.