William Dwyer

Recovering Honest Inference: A Sparsity- and Skew-Aware Recalibration Doctrine for Pervasively Miscalibrated Small-Sample Chi-Square- and F-Referenced Tests

Abstract: A practitioner who runs a test of independence, a goodness-of-fit test, a likelihood-ratio test, or an analysis of variance reads a single p-value against a chi-square or F reference as calibrated. In large samples it is, because each is asymptotically chi-square. But w...

Recovering Honest Inference: A Sparsity- and Skew-Aware Recalibration Doctrine for Pervasively Miscalibrated Small-Sample Chi-Square- and F-Referenced Tests

Abstract: A practitioner who runs a test of independence, a goodness-of-fit test, a likelihood-ratio test, or an analysis of variance reads a single p-value against a chi-square or F reference as calibrated. In large samples it is, because each is asymptotically chi-square. But w...