Module stikpetP.tests.test_g_gof
Expand source code
import numpy as np
import pandas as pd
from scipy.stats import chi2
def ts_g_gof(data, expCounts=None, cc=None):
'''
G (Likelihood Ratio) Goodness-of-Fit Test
------------------------------------------
A test that can be used with a single nominal variable, to test if the probabilities in all the categories are equal (the null hypothesis). If the test has a p-value below a pre-defined threshold (usually 0.05) the assumption they are all equal in the population will be rejected.
There are quite a few tests that can do this. Perhaps the most commonly used is the Pearson chi-square test, but also an exact multinomial, Freeman-Tukey, Neyman, Mod-Log Likelihood and Cressie-Read test are possible.
This function is shown in this [YouTube video](https://youtu.be/8RZgl7rGZZE) and the test is also described at [PeterStatistics.com](https://peterstatistics.com/Terms/Tests/Gtest.html)
Parameters
----------
data : list or pandas data series
the data
expCounts : pandas dataframe, optional
the categories and expected counts
cc : {None, "yates", "yates2", "pearson", "williams"}, optional
which continuity correction to use. Default is None
Returns
-------
pandas.DataFrame
A dataframe with the following columns:
* *n*, the sample size
* *k*, the number of categories
* *statistic*, the test statistic (chi-square value)
* *df*, degrees of freedom
* *p-value*, significance (p-value)
* *minExp*, the minimum expected count
* *percBelow5*, the percentage of categories with an expected count below 5
* *test used*, description of the test used
Notes
-----
It uses chi2 from scipy's stats library for the chi-square distribution
The formula used (Wilks, 1938, p. 62):
$$G=2\\times\\sum_{i=1}^{k}\\left(F_{i}\\times ln\\left(\\frac{F_{i}}{E_{i}}\\right)\\right)$$
$$df = k - 1$$
$$sig. = 1 - \\chi^2\\left(G,df\\right)$$
With:
$$n = \\sum_{i=1}^k F_i$$
If no expected counts provided:
$$E_i = \\frac{n}{k}$$
else:
$$E_i = n\\times\\frac{E_{p_i}}{n_p}$$
$$n_p = \\sum_{i=1}^k E_{p_i}$$
*Symbols used*:
* $k$ the number of categories
* $F_i$ the (absolute) frequency of category i
* $E_i$ the expected frequency of category i
* $E_{p_i}$ the provided expected frequency of category i
* $n$ the sample size, i.e. the sum of all frequencies
* $n_p$ the sum of all provided expected counts
* $\\chi^2\\left(\\dots\\right)$ the chi-square cumulative density function
The term ‘Likelihood Ratio Goodness-of-Fit’ can for example be found in an article from Quine and Robinson (1985), the term ‘Wilks’s likelihood ratio test’ can also be found in Li and Babu (2019, p. 331), while the term G-test is found in Hoey (2012, p. 4)
The Yates continuity correction (cc="yates") is calculated using (Yates, 1934, p. 222):
$$F_i^\\ast = \\begin{cases} F_i - 0.5 & \\text{ if } F_i > E_i \\\\ F_i + 0.5 & \\text{ if } F_i < E_i \\\\ F_i & \\text{ if } F_i = E_i \\end{cases}$$
$$G_Y=2\\times\\sum_{i=1}^{k}\\left(F_i^\\ast\\times ln\\left(\\frac{F_i^\\ast}{E_{i}}\\right)\\right)$$
In some cases the Yates correction is slightly changed to (yates2) (Allen, 1990, p. 523):
$$F_i^\\ast = \\begin{cases} F_i - 0.5 & \\text{ if } F_i - 0.5 > E_i \\\\ F_i + 0.5 & \\text{ if } F_i + 0.5 < E_i \\\\ F_i & \\text{ else } \\end{cases}$$
Note that the Yates correction is usually only considered if there are only two categories. Some also argue this correction is too conservative (see for details Haviland (1990)).
Where if $F_i^\\ast = 0$ then $F_i^\\ast\\times \\ln\\left(\\frac{F_i^\\ast}{E_{i}}\\right) = 0$
The Pearson correction (cc="pearson") is calculated using (E.S. Pearson, 1947, p. 157):
$$G_{P} = G\\times\\frac{n - 1}{n}$$
The Williams correction (cc="williams") is calculated using (Williams, 1976, p. 36):
$$G_{W} = \\frac{G}{q}$$
With:
$$q = 1 + \\frac{k^2 - 1}{6\\times n\\times df}$$
The formula is also used by McDonald (2014, p. 87)
Before, After and Alternatives
------------------------------
Before this an impression using a frequency table or a visualisation might be helpful:
* [tab_frequency](../other/table_frequency.html#tab_frequency)
* [vi_bar_simple](../visualisations/vis_bar_simple.html#vi_bar_simple) for Simple Bar Chart
* [vi_cleveland_dot_plot](../visualisations/vis_cleveland_dot_plot.html#vi_cleveland_dot_plot) for Cleveland Dot Plot
* [vi_dot_plot](../visualisations/vis_dot_plot.html#vi_dot_plot) for Dot Plot
* [vi_pareto_chart](../visualisations/vis_pareto_chart.html#vi_pareto_chart) for Pareto Chart
* [vi_pie](../visualisations/vis_pie.html#vi_pie) for Pie Chart
After this you might an effect size measure:
* [es_cohen_w](../effect_sizes/eff_size_cohen_w.html#es_cohen_w) for Cohen w
* [es_cramer_v_gof](../effect_sizes/eff_size_cramer_v_gof.html#es_cramer_v_gof) for Cramer's V for Goodness-of-Fit
* [es_fei](../effect_sizes/eff_size_fei.html#es_fei) for Fei
* [es_jbm_e](../effect_sizes/eff_size_jbm_e.html#es_jbm_e) for Johnston-Berry-Mielke E
or perform a post-hoc test:
* [ph_pairwise_bin](../other/poho_pairwise_bin.html#ph_pairwise_bin) for Pairwise Binary Test
* [ph_pairwise_gof](../other/poho_pairwise_gof.html#ph_pairwise_gof) for Pairwise Goodness-of-Fit Tests
* [ph_residual_gof_bin](../other/poho_residual_gof_bin.html#ph_residual_gof_bin) for Residuals Tests
* [ph_residual_gof_gof](../other/poho_residual_gof_gof.html#ph_residual_gof_gof) for Residuals Using Goodness-of-Fit Tests
Alternative tests:
* [ts_pearson_gof](../tests/test_pearson_gof.html#ts_pearson_gof) for Pearson Chi-Square Goodness-of-Fit Test
* [ts_freeman_tukey_gof](../tests/test_freeman_tukey_gof.html#ts_freeman_tukey_gof) for Freeman-Tukey Test of Goodness-of-Fit
* [ts_freeman_tukey_read](../tests/test_freeman_tukey_read.html#ts_freeman_tukey_read) for Freeman-Tukey-Read Test of Goodness-of-Fit
* [ts_mod_log_likelihood_gof](../tests/test_mod_log_likelihood_gof.html#ts_mod_log_likelihood_gof) for Mod-Log Likelihood Test of Goodness-of-Fit
* [ts_multinomial_gof](../tests/test_multinomial_gof.html#ts_multinomial_gof) for Multinomial Goodness-of-Fit Test
* [ts_neyman_gof](../tests/test_neyman_gof.html#ts_neyman_gof) for Neyman Test of Goodness-of-Fit
* [ts_powerdivergence_gof](../tests/test_powerdivergence_gof.html#ts_powerdivergence_gof) for Power Divergence GoF Test
References
----------
Allen, A. O. (1990). *Probability, statistics, and queueing theory with computer science applications* (2nd ed.). Academic Press.
Haviland, M. G. (1990). Yates’s correction for continuity and the analysis of 2 × 2 contingency tables. *Statistics in Medicine, 9*(4), 363–367. doi:10.1002/sim.4780090403
Hoey, J. (2012). The two-way likelihood ratio (G) test and comparison to two-way chi squared test. 1–6. doi:10.48550/ARXIV.1206.4881
Li, B., & Babu, G. J. (2019). *A graduate course on statistical inference*. Springer.
McDonald, J. H. (2014). *Handbook of biological statistics* (3rd ed.). Sparky House Publishing.
Pearson, E. S. (1947). The choice of statistical tests illustrated on the Interpretation of data classed in a 2 × 2 table. *Biometrika, 34*(1/2), 139–167. doi:10.2307/2332518
Quine, M. P., & Robinson, J. (1985). Efficiencies of chi-square and likelihood Ratio goodness-of-fit tests. *The Annals of Statistics, 13*(2), 727–742. doi:10.1214/aos/1176349550
Wilks, S. S. (1938). The large-sample distribution of the likelihood ratio for testing composite hypotheses. *The Annals of Mathematical Statistics, 9*(1), 60–62. doi:10.1214/aoms/1177732360
Williams, D. A. (1976). Improved likelihood ratio tests for complete contingency tables. *Biometrika, 63*(1), 33–37. doi:10.2307/2335081
Yates, F. (1934). Contingency tables involving small numbers and the chi square test. *Supplement to the Journal of the Royal Statistical Society, 1*(2), 217–235. doi:10.2307/2983604
Author
------
Made by P. Stikker
Companion website: https://PeterStatistics.com
YouTube channel: https://www.youtube.com/stikpet
Donations: https://www.patreon.com/bePatron?u=19398076
Examples
---------
>>> pd.set_option('display.width',1000)
>>> pd.set_option('display.max_columns', 1000)
Example 1: pandas series
>>> df1 = pd.read_csv('https://peterstatistics.com/Packages/ExampleData/GSS2012a.csv', sep=',', low_memory=False, storage_options={'User-Agent': 'Mozilla/5.0'})
>>> ex1 = df1['mar1']
>>> ts_g_gof(ex1)
n k statistic df p-value minExp percBelow5 test used
0 1941 5 1137.011676 4 7.187038e-245 388.2 0.0 G test of goodness-of-fit
Example 2: pandas series with various settings
>>> ex2 = df1['mar1']
>>> eCounts = pd.DataFrame({'category' : ["MARRIED", "DIVORCED", "NEVER MARRIED", "SEPARATED"], 'count' : [5,5,5,5]})
>>> ts_g_gof(ex2, expCounts=eCounts, cc="yates")
n k statistic df p-value minExp percBelow5 test used
0 1760 4 971.38162 3 2.905646e-210 440.0 0.0 G test of goodness-of-fit, and Yates correction
>>> ts_g_gof(ex2, expCounts=eCounts, cc="pearson")
n k statistic df p-value minExp percBelow5 test used
0 1760 4 971.779494 3 2.381959e-210 440.0 0.0 G test of goodness-of-fit, and Pearson correction
>>> ts_g_gof(ex2, expCounts=eCounts, cc="williams")
n k statistic df p-value minExp percBelow5 test used
0 1760 4 971.871789 3 2.274643e-210 440.0 0.0 G test of goodness-of-fit, and Williams correction
Example 3: a list
>>> ex3 = ["MARRIED", "DIVORCED", "MARRIED", "SEPARATED", "DIVORCED", "NEVER MARRIED", "DIVORCED", "DIVORCED", "NEVER MARRIED", "MARRIED", "MARRIED", "MARRIED", "SEPARATED", "DIVORCED", "NEVER MARRIED", "NEVER MARRIED", "DIVORCED", "DIVORCED", "MARRIED"]
>>> ts_g_gof(ex3)
n k statistic df p-value minExp percBelow5 test used
0 19 4 3.397304 3 0.334328 4.75 100.0 G test of goodness-of-fit
'''
if type(data) == list:
data = pd.Series(data)
#Set correction factor to 1 (no correction)
corFactor = 1
testUsed = "G test of goodness-of-fit"
#The test itself
freqs = data.value_counts()
k = len(freqs)
#Determine expected counts if not provided
if expCounts is None:
expCounts = [sum(freqs)/len(freqs)]* k
expCounts = pd.Series(expCounts, index=list(freqs.index.values))
else:
#if expected counts are provided
ne = 0
k = len(expCounts)
#determine sample size of expected counts
for i in range(0,k):
ne = ne + expCounts.iloc[i,1]
#remove categories not provided from observed counts
for i in freqs.index:
if i not in list(expCounts.iloc[:,0]):
freqs = freqs.drop(i)
# and sort based on the index
freqs = freqs.sort_index()
#set the column names
expCounts.columns = ["category", "count"]
#sort the expected counts
expCounts.sort_values(by="category", inplace=True)
#adjust based on observed count total
expCounts['count'] = expCounts['count'].astype('float64')
n = sum(freqs)
for i in range(0,k):
expCounts.at[i, 'count'] = float(expCounts.at[i, 'count'] / ne * n)
expCounts = pd.Series(expCounts.iloc[:, 1])
n = sum(freqs)
df = k - 1
#set williams correction factor
if cc=="williams":
corFactor = 1/(1 + (k**2 - 1)/(6*n*df))
testUsed = testUsed + ", and Williams correction"
#adjust frequencies if Yates correction is requested
if cc=="yates":
k = len(freqs)
adjFreq = list(freqs).copy()
for i in range(0, k):
if adjFreq[i] > expCounts.iloc[i]:
adjFreq[i] = adjFreq[i] - 0.5
elif adjFreq[i] < expCounts.iloc[i]:
adjFreq[i] = adjFreq[i] + 0.5
freqs = pd.Series(adjFreq, index=list(freqs.index.values))
testUsed = testUsed + ", and Yates correction"
if cc=="yates2":
k = len(freqs)
adjFreq = list(freqs).copy()
for i in range(0, k):
if adjFreq[i] - 0.5 > expCounts.iloc[i]:
adjFreq[i] = adjFreq[i] - 0.5
elif adjFreq[i] + 0.5 < expCounts.iloc[i]:
adjFreq[i] = adjFreq[i] + 0.5
freqs = pd.Series(adjFreq, index=list(freqs.index.values))
testUsed = testUsed + ", and Yates correction"
#determine the test statistic
ts = 2*sum(list(freqs)*np.log(list(freqs)/expCounts))
#set E.S. Pearson correction
if cc=="pearson":
corFactor = (n - 1)/n
testUsed = testUsed + ", and Pearson correction"
#Adjust test statistic
ts = ts*corFactor
#Determine p-value
pVal = chi2.sf(ts, df)
#Check minimum expected counts
#Cells with expected count less than 5
nbelow = len([x for x in expCounts if x < 5])
#Number of cells
ncells = len(expCounts)
#As proportion
pBelow = nbelow/ncells
#the minimum expected count
minExp = min(expCounts)
#prepare results
testResults = pd.DataFrame([[n, k, ts, df, pVal, minExp, pBelow*100, testUsed]], columns=["n", "k","statistic", "df", "p-value", "minExp", "percBelow5", "test used"])
pd.set_option('display.max_colwidth', None)
return testResults
Functions
def ts_g_gof(data, expCounts=None, cc=None)-
G (Likelihood Ratio) Goodness-of-Fit Test
A test that can be used with a single nominal variable, to test if the probabilities in all the categories are equal (the null hypothesis). If the test has a p-value below a pre-defined threshold (usually 0.05) the assumption they are all equal in the population will be rejected.
There are quite a few tests that can do this. Perhaps the most commonly used is the Pearson chi-square test, but also an exact multinomial, Freeman-Tukey, Neyman, Mod-Log Likelihood and Cressie-Read test are possible.
This function is shown in this YouTube video and the test is also described at PeterStatistics.com
Parameters
data:listorpandas data series- the data
expCounts:pandas dataframe, optional- the categories and expected counts
cc:{None, "yates", "yates2", "pearson", "williams"}, optional- which continuity correction to use. Default is None
Returns
pandas.DataFrame-
A dataframe with the following columns:
- n, the sample size
- k, the number of categories
- statistic, the test statistic (chi-square value)
- df, degrees of freedom
- p-value, significance (p-value)
- minExp, the minimum expected count
- percBelow5, the percentage of categories with an expected count below 5
- test used, description of the test used
Notes
It uses chi2 from scipy's stats library for the chi-square distribution
The formula used (Wilks, 1938, p. 62): G=2\times\sum_{i=1}^{k}\left(F_{i}\times ln\left(\frac{F_{i}}{E_{i}}\right)\right) df = k - 1 sig. = 1 - \chi^2\left(G,df\right)
With: n = \sum_{i=1}^k F_i
If no expected counts provided: E_i = \frac{n}{k} else: E_i = n\times\frac{E_{p_i}}{n_p} n_p = \sum_{i=1}^k E_{p_i}
Symbols used:
- $k$ the number of categories
- $F_i$ the (absolute) frequency of category i
- $E_i$ the expected frequency of category i
- $E_{p_i}$ the provided expected frequency of category i
- $n$ the sample size, i.e. the sum of all frequencies
- $n_p$ the sum of all provided expected counts
- $\chi^2\left(\dots\right)$ the chi-square cumulative density function
The term ‘Likelihood Ratio Goodness-of-Fit’ can for example be found in an article from Quine and Robinson (1985), the term ‘Wilks’s likelihood ratio test’ can also be found in Li and Babu (2019, p. 331), while the term G-test is found in Hoey (2012, p. 4)
The Yates continuity correction (cc="yates") is calculated using (Yates, 1934, p. 222): F_i^\ast = \begin{cases} F_i - 0.5 & \text{ if } F_i > E_i \\ F_i + 0.5 & \text{ if } F_i < E_i \\ F_i & \text{ if } F_i = E_i \end{cases} G_Y=2\times\sum_{i=1}^{k}\left(F_i^\ast\times ln\left(\frac{F_i^\ast}{E_{i}}\right)\right)
In some cases the Yates correction is slightly changed to (yates2) (Allen, 1990, p. 523): F_i^\ast = \begin{cases} F_i - 0.5 & \text{ if } F_i - 0.5 > E_i \\ F_i + 0.5 & \text{ if } F_i + 0.5 < E_i \\ F_i & \text{ else } \end{cases}
Note that the Yates correction is usually only considered if there are only two categories. Some also argue this correction is too conservative (see for details Haviland (1990)).
Where if $F_i^\ast = 0$ then $F_i^\ast\times \ln\left(\frac{F_i^\ast}{E_{i}}\right) = 0$
The Pearson correction (cc="pearson") is calculated using (E.S. Pearson, 1947, p. 157): G_{P} = G\times\frac{n - 1}{n}
The Williams correction (cc="williams") is calculated using (Williams, 1976, p. 36): G_{W} = \frac{G}{q} With: q = 1 + \frac{k^2 - 1}{6\times n\times df}
The formula is also used by McDonald (2014, p. 87)
Before, After and Alternatives
Before this an impression using a frequency table or a visualisation might be helpful: * tab_frequency * vi_bar_simple for Simple Bar Chart * vi_cleveland_dot_plot for Cleveland Dot Plot * vi_dot_plot for Dot Plot * vi_pareto_chart for Pareto Chart * vi_pie for Pie Chart
After this you might an effect size measure: * es_cohen_w for Cohen w * es_cramer_v_gof for Cramer's V for Goodness-of-Fit * es_fei for Fei * es_jbm_e for Johnston-Berry-Mielke E
or perform a post-hoc test: * ph_pairwise_bin for Pairwise Binary Test * ph_pairwise_gof for Pairwise Goodness-of-Fit Tests * ph_residual_gof_bin for Residuals Tests * ph_residual_gof_gof for Residuals Using Goodness-of-Fit Tests
Alternative tests: * ts_pearson_gof for Pearson Chi-Square Goodness-of-Fit Test * ts_freeman_tukey_gof for Freeman-Tukey Test of Goodness-of-Fit * ts_freeman_tukey_read for Freeman-Tukey-Read Test of Goodness-of-Fit * ts_mod_log_likelihood_gof for Mod-Log Likelihood Test of Goodness-of-Fit * ts_multinomial_gof for Multinomial Goodness-of-Fit Test * ts_neyman_gof for Neyman Test of Goodness-of-Fit * ts_powerdivergence_gof for Power Divergence GoF Test
References
Allen, A. O. (1990). Probability, statistics, and queueing theory with computer science applications (2nd ed.). Academic Press.
Haviland, M. G. (1990). Yates’s correction for continuity and the analysis of 2 × 2 contingency tables. Statistics in Medicine, 9(4), 363–367. doi:10.1002/sim.4780090403
Hoey, J. (2012). The two-way likelihood ratio (G) test and comparison to two-way chi squared test. 1–6. doi:10.48550/ARXIV.1206.4881
Li, B., & Babu, G. J. (2019). A graduate course on statistical inference. Springer.
McDonald, J. H. (2014). Handbook of biological statistics (3rd ed.). Sparky House Publishing.
Pearson, E. S. (1947). The choice of statistical tests illustrated on the Interpretation of data classed in a 2 × 2 table. Biometrika, 34(1/2), 139–167. doi:10.2307/2332518
Quine, M. P., & Robinson, J. (1985). Efficiencies of chi-square and likelihood Ratio goodness-of-fit tests. The Annals of Statistics, 13(2), 727–742. doi:10.1214/aos/1176349550
Wilks, S. S. (1938). The large-sample distribution of the likelihood ratio for testing composite hypotheses. The Annals of Mathematical Statistics, 9(1), 60–62. doi:10.1214/aoms/1177732360
Williams, D. A. (1976). Improved likelihood ratio tests for complete contingency tables. Biometrika, 63(1), 33–37. doi:10.2307/2335081
Yates, F. (1934). Contingency tables involving small numbers and the chi square test. Supplement to the Journal of the Royal Statistical Society, 1(2), 217–235. doi:10.2307/2983604
Author
Made by P. Stikker
Companion website: https://PeterStatistics.com
YouTube channel: https://www.youtube.com/stikpet
Donations: https://www.patreon.com/bePatron?u=19398076Examples
>>> pd.set_option('display.width',1000) >>> pd.set_option('display.max_columns', 1000)Example 1: pandas series
>>> df1 = pd.read_csv('https://peterstatistics.com/Packages/ExampleData/GSS2012a.csv', sep=',', low_memory=False, storage_options={'User-Agent': 'Mozilla/5.0'}) >>> ex1 = df1['mar1'] >>> ts_g_gof(ex1) n k statistic df p-value minExp percBelow5 test used 0 1941 5 1137.011676 4 7.187038e-245 388.2 0.0 G test of goodness-of-fitExample 2: pandas series with various settings
>>> ex2 = df1['mar1'] >>> eCounts = pd.DataFrame({'category' : ["MARRIED", "DIVORCED", "NEVER MARRIED", "SEPARATED"], 'count' : [5,5,5,5]}) >>> ts_g_gof(ex2, expCounts=eCounts, cc="yates") n k statistic df p-value minExp percBelow5 test used 0 1760 4 971.38162 3 2.905646e-210 440.0 0.0 G test of goodness-of-fit, and Yates correction >>> ts_g_gof(ex2, expCounts=eCounts, cc="pearson") n k statistic df p-value minExp percBelow5 test used 0 1760 4 971.779494 3 2.381959e-210 440.0 0.0 G test of goodness-of-fit, and Pearson correction >>> ts_g_gof(ex2, expCounts=eCounts, cc="williams") n k statistic df p-value minExp percBelow5 test used 0 1760 4 971.871789 3 2.274643e-210 440.0 0.0 G test of goodness-of-fit, and Williams correctionExample 3: a list
>>> ex3 = ["MARRIED", "DIVORCED", "MARRIED", "SEPARATED", "DIVORCED", "NEVER MARRIED", "DIVORCED", "DIVORCED", "NEVER MARRIED", "MARRIED", "MARRIED", "MARRIED", "SEPARATED", "DIVORCED", "NEVER MARRIED", "NEVER MARRIED", "DIVORCED", "DIVORCED", "MARRIED"] >>> ts_g_gof(ex3) n k statistic df p-value minExp percBelow5 test used 0 19 4 3.397304 3 0.334328 4.75 100.0 G test of goodness-of-fitExpand source code
def ts_g_gof(data, expCounts=None, cc=None): ''' G (Likelihood Ratio) Goodness-of-Fit Test ------------------------------------------ A test that can be used with a single nominal variable, to test if the probabilities in all the categories are equal (the null hypothesis). If the test has a p-value below a pre-defined threshold (usually 0.05) the assumption they are all equal in the population will be rejected. There are quite a few tests that can do this. Perhaps the most commonly used is the Pearson chi-square test, but also an exact multinomial, Freeman-Tukey, Neyman, Mod-Log Likelihood and Cressie-Read test are possible. This function is shown in this [YouTube video](https://youtu.be/8RZgl7rGZZE) and the test is also described at [PeterStatistics.com](https://peterstatistics.com/Terms/Tests/Gtest.html) Parameters ---------- data : list or pandas data series the data expCounts : pandas dataframe, optional the categories and expected counts cc : {None, "yates", "yates2", "pearson", "williams"}, optional which continuity correction to use. Default is None Returns ------- pandas.DataFrame A dataframe with the following columns: * *n*, the sample size * *k*, the number of categories * *statistic*, the test statistic (chi-square value) * *df*, degrees of freedom * *p-value*, significance (p-value) * *minExp*, the minimum expected count * *percBelow5*, the percentage of categories with an expected count below 5 * *test used*, description of the test used Notes ----- It uses chi2 from scipy's stats library for the chi-square distribution The formula used (Wilks, 1938, p. 62): $$G=2\\times\\sum_{i=1}^{k}\\left(F_{i}\\times ln\\left(\\frac{F_{i}}{E_{i}}\\right)\\right)$$ $$df = k - 1$$ $$sig. = 1 - \\chi^2\\left(G,df\\right)$$ With: $$n = \\sum_{i=1}^k F_i$$ If no expected counts provided: $$E_i = \\frac{n}{k}$$ else: $$E_i = n\\times\\frac{E_{p_i}}{n_p}$$ $$n_p = \\sum_{i=1}^k E_{p_i}$$ *Symbols used*: * $k$ the number of categories * $F_i$ the (absolute) frequency of category i * $E_i$ the expected frequency of category i * $E_{p_i}$ the provided expected frequency of category i * $n$ the sample size, i.e. the sum of all frequencies * $n_p$ the sum of all provided expected counts * $\\chi^2\\left(\\dots\\right)$ the chi-square cumulative density function The term ‘Likelihood Ratio Goodness-of-Fit’ can for example be found in an article from Quine and Robinson (1985), the term ‘Wilks’s likelihood ratio test’ can also be found in Li and Babu (2019, p. 331), while the term G-test is found in Hoey (2012, p. 4) The Yates continuity correction (cc="yates") is calculated using (Yates, 1934, p. 222): $$F_i^\\ast = \\begin{cases} F_i - 0.5 & \\text{ if } F_i > E_i \\\\ F_i + 0.5 & \\text{ if } F_i < E_i \\\\ F_i & \\text{ if } F_i = E_i \\end{cases}$$ $$G_Y=2\\times\\sum_{i=1}^{k}\\left(F_i^\\ast\\times ln\\left(\\frac{F_i^\\ast}{E_{i}}\\right)\\right)$$ In some cases the Yates correction is slightly changed to (yates2) (Allen, 1990, p. 523): $$F_i^\\ast = \\begin{cases} F_i - 0.5 & \\text{ if } F_i - 0.5 > E_i \\\\ F_i + 0.5 & \\text{ if } F_i + 0.5 < E_i \\\\ F_i & \\text{ else } \\end{cases}$$ Note that the Yates correction is usually only considered if there are only two categories. Some also argue this correction is too conservative (see for details Haviland (1990)). Where if $F_i^\\ast = 0$ then $F_i^\\ast\\times \\ln\\left(\\frac{F_i^\\ast}{E_{i}}\\right) = 0$ The Pearson correction (cc="pearson") is calculated using (E.S. Pearson, 1947, p. 157): $$G_{P} = G\\times\\frac{n - 1}{n}$$ The Williams correction (cc="williams") is calculated using (Williams, 1976, p. 36): $$G_{W} = \\frac{G}{q}$$ With: $$q = 1 + \\frac{k^2 - 1}{6\\times n\\times df}$$ The formula is also used by McDonald (2014, p. 87) Before, After and Alternatives ------------------------------ Before this an impression using a frequency table or a visualisation might be helpful: * [tab_frequency](../other/table_frequency.html#tab_frequency) * [vi_bar_simple](../visualisations/vis_bar_simple.html#vi_bar_simple) for Simple Bar Chart * [vi_cleveland_dot_plot](../visualisations/vis_cleveland_dot_plot.html#vi_cleveland_dot_plot) for Cleveland Dot Plot * [vi_dot_plot](../visualisations/vis_dot_plot.html#vi_dot_plot) for Dot Plot * [vi_pareto_chart](../visualisations/vis_pareto_chart.html#vi_pareto_chart) for Pareto Chart * [vi_pie](../visualisations/vis_pie.html#vi_pie) for Pie Chart After this you might an effect size measure: * [es_cohen_w](../effect_sizes/eff_size_cohen_w.html#es_cohen_w) for Cohen w * [es_cramer_v_gof](../effect_sizes/eff_size_cramer_v_gof.html#es_cramer_v_gof) for Cramer's V for Goodness-of-Fit * [es_fei](../effect_sizes/eff_size_fei.html#es_fei) for Fei * [es_jbm_e](../effect_sizes/eff_size_jbm_e.html#es_jbm_e) for Johnston-Berry-Mielke E or perform a post-hoc test: * [ph_pairwise_bin](../other/poho_pairwise_bin.html#ph_pairwise_bin) for Pairwise Binary Test * [ph_pairwise_gof](../other/poho_pairwise_gof.html#ph_pairwise_gof) for Pairwise Goodness-of-Fit Tests * [ph_residual_gof_bin](../other/poho_residual_gof_bin.html#ph_residual_gof_bin) for Residuals Tests * [ph_residual_gof_gof](../other/poho_residual_gof_gof.html#ph_residual_gof_gof) for Residuals Using Goodness-of-Fit Tests Alternative tests: * [ts_pearson_gof](../tests/test_pearson_gof.html#ts_pearson_gof) for Pearson Chi-Square Goodness-of-Fit Test * [ts_freeman_tukey_gof](../tests/test_freeman_tukey_gof.html#ts_freeman_tukey_gof) for Freeman-Tukey Test of Goodness-of-Fit * [ts_freeman_tukey_read](../tests/test_freeman_tukey_read.html#ts_freeman_tukey_read) for Freeman-Tukey-Read Test of Goodness-of-Fit * [ts_mod_log_likelihood_gof](../tests/test_mod_log_likelihood_gof.html#ts_mod_log_likelihood_gof) for Mod-Log Likelihood Test of Goodness-of-Fit * [ts_multinomial_gof](../tests/test_multinomial_gof.html#ts_multinomial_gof) for Multinomial Goodness-of-Fit Test * [ts_neyman_gof](../tests/test_neyman_gof.html#ts_neyman_gof) for Neyman Test of Goodness-of-Fit * [ts_powerdivergence_gof](../tests/test_powerdivergence_gof.html#ts_powerdivergence_gof) for Power Divergence GoF Test References ---------- Allen, A. O. (1990). *Probability, statistics, and queueing theory with computer science applications* (2nd ed.). Academic Press. Haviland, M. G. (1990). Yates’s correction for continuity and the analysis of 2 × 2 contingency tables. *Statistics in Medicine, 9*(4), 363–367. doi:10.1002/sim.4780090403 Hoey, J. (2012). The two-way likelihood ratio (G) test and comparison to two-way chi squared test. 1–6. doi:10.48550/ARXIV.1206.4881 Li, B., & Babu, G. J. (2019). *A graduate course on statistical inference*. Springer. McDonald, J. H. (2014). *Handbook of biological statistics* (3rd ed.). Sparky House Publishing. Pearson, E. S. (1947). The choice of statistical tests illustrated on the Interpretation of data classed in a 2 × 2 table. *Biometrika, 34*(1/2), 139–167. doi:10.2307/2332518 Quine, M. P., & Robinson, J. (1985). Efficiencies of chi-square and likelihood Ratio goodness-of-fit tests. *The Annals of Statistics, 13*(2), 727–742. doi:10.1214/aos/1176349550 Wilks, S. S. (1938). The large-sample distribution of the likelihood ratio for testing composite hypotheses. *The Annals of Mathematical Statistics, 9*(1), 60–62. doi:10.1214/aoms/1177732360 Williams, D. A. (1976). Improved likelihood ratio tests for complete contingency tables. *Biometrika, 63*(1), 33–37. doi:10.2307/2335081 Yates, F. (1934). Contingency tables involving small numbers and the chi square test. *Supplement to the Journal of the Royal Statistical Society, 1*(2), 217–235. doi:10.2307/2983604 Author ------ Made by P. Stikker Companion website: https://PeterStatistics.com YouTube channel: https://www.youtube.com/stikpet Donations: https://www.patreon.com/bePatron?u=19398076 Examples --------- >>> pd.set_option('display.width',1000) >>> pd.set_option('display.max_columns', 1000) Example 1: pandas series >>> df1 = pd.read_csv('https://peterstatistics.com/Packages/ExampleData/GSS2012a.csv', sep=',', low_memory=False, storage_options={'User-Agent': 'Mozilla/5.0'}) >>> ex1 = df1['mar1'] >>> ts_g_gof(ex1) n k statistic df p-value minExp percBelow5 test used 0 1941 5 1137.011676 4 7.187038e-245 388.2 0.0 G test of goodness-of-fit Example 2: pandas series with various settings >>> ex2 = df1['mar1'] >>> eCounts = pd.DataFrame({'category' : ["MARRIED", "DIVORCED", "NEVER MARRIED", "SEPARATED"], 'count' : [5,5,5,5]}) >>> ts_g_gof(ex2, expCounts=eCounts, cc="yates") n k statistic df p-value minExp percBelow5 test used 0 1760 4 971.38162 3 2.905646e-210 440.0 0.0 G test of goodness-of-fit, and Yates correction >>> ts_g_gof(ex2, expCounts=eCounts, cc="pearson") n k statistic df p-value minExp percBelow5 test used 0 1760 4 971.779494 3 2.381959e-210 440.0 0.0 G test of goodness-of-fit, and Pearson correction >>> ts_g_gof(ex2, expCounts=eCounts, cc="williams") n k statistic df p-value minExp percBelow5 test used 0 1760 4 971.871789 3 2.274643e-210 440.0 0.0 G test of goodness-of-fit, and Williams correction Example 3: a list >>> ex3 = ["MARRIED", "DIVORCED", "MARRIED", "SEPARATED", "DIVORCED", "NEVER MARRIED", "DIVORCED", "DIVORCED", "NEVER MARRIED", "MARRIED", "MARRIED", "MARRIED", "SEPARATED", "DIVORCED", "NEVER MARRIED", "NEVER MARRIED", "DIVORCED", "DIVORCED", "MARRIED"] >>> ts_g_gof(ex3) n k statistic df p-value minExp percBelow5 test used 0 19 4 3.397304 3 0.334328 4.75 100.0 G test of goodness-of-fit ''' if type(data) == list: data = pd.Series(data) #Set correction factor to 1 (no correction) corFactor = 1 testUsed = "G test of goodness-of-fit" #The test itself freqs = data.value_counts() k = len(freqs) #Determine expected counts if not provided if expCounts is None: expCounts = [sum(freqs)/len(freqs)]* k expCounts = pd.Series(expCounts, index=list(freqs.index.values)) else: #if expected counts are provided ne = 0 k = len(expCounts) #determine sample size of expected counts for i in range(0,k): ne = ne + expCounts.iloc[i,1] #remove categories not provided from observed counts for i in freqs.index: if i not in list(expCounts.iloc[:,0]): freqs = freqs.drop(i) # and sort based on the index freqs = freqs.sort_index() #set the column names expCounts.columns = ["category", "count"] #sort the expected counts expCounts.sort_values(by="category", inplace=True) #adjust based on observed count total expCounts['count'] = expCounts['count'].astype('float64') n = sum(freqs) for i in range(0,k): expCounts.at[i, 'count'] = float(expCounts.at[i, 'count'] / ne * n) expCounts = pd.Series(expCounts.iloc[:, 1]) n = sum(freqs) df = k - 1 #set williams correction factor if cc=="williams": corFactor = 1/(1 + (k**2 - 1)/(6*n*df)) testUsed = testUsed + ", and Williams correction" #adjust frequencies if Yates correction is requested if cc=="yates": k = len(freqs) adjFreq = list(freqs).copy() for i in range(0, k): if adjFreq[i] > expCounts.iloc[i]: adjFreq[i] = adjFreq[i] - 0.5 elif adjFreq[i] < expCounts.iloc[i]: adjFreq[i] = adjFreq[i] + 0.5 freqs = pd.Series(adjFreq, index=list(freqs.index.values)) testUsed = testUsed + ", and Yates correction" if cc=="yates2": k = len(freqs) adjFreq = list(freqs).copy() for i in range(0, k): if adjFreq[i] - 0.5 > expCounts.iloc[i]: adjFreq[i] = adjFreq[i] - 0.5 elif adjFreq[i] + 0.5 < expCounts.iloc[i]: adjFreq[i] = adjFreq[i] + 0.5 freqs = pd.Series(adjFreq, index=list(freqs.index.values)) testUsed = testUsed + ", and Yates correction" #determine the test statistic ts = 2*sum(list(freqs)*np.log(list(freqs)/expCounts)) #set E.S. Pearson correction if cc=="pearson": corFactor = (n - 1)/n testUsed = testUsed + ", and Pearson correction" #Adjust test statistic ts = ts*corFactor #Determine p-value pVal = chi2.sf(ts, df) #Check minimum expected counts #Cells with expected count less than 5 nbelow = len([x for x in expCounts if x < 5]) #Number of cells ncells = len(expCounts) #As proportion pBelow = nbelow/ncells #the minimum expected count minExp = min(expCounts) #prepare results testResults = pd.DataFrame([[n, k, ts, df, pVal, minExp, pBelow*100, testUsed]], columns=["n", "k","statistic", "df", "p-value", "minExp", "percBelow5", "test used"]) pd.set_option('display.max_colwidth', None) return testResults