Choosing the best phi-divergence goodness-of-fit statistic in multinomial sampling for loglinear models with linear constraints
In this paper we present a simulation study to analyze the behavior of the phi-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 Renyi's and I-r-divergence measures.
goodness-of-fit multinomial sampling loglinear models i-r-divergence measure restricted maximum likelihood estimator renyi's divergence measure