Monte Carlo chisq test

Hola!

simulate.p.value=TRUE uset the patefielf algorithm (translated to C).
The reference is 

Patefield,W. M. (1981) An efficient method of generating r * c tables
with given row and column totals (algorithm AS 159). A?pplied Statistics
30, 91-97.

This reference should have been included in the help file!

As to small sample properties, I know of no references, but to do a
small-scall simulation in R should be fast. 

Kjetil Halvorsen

Dear all,

I have a question about the chisq.test command. As an option one can
chose the computation of p-values by Monte-Carlo simulation
(simulate.p.value=T). Is there any documentation available how this
calculations are done and how this simulation based test behaves in
small samples?

Thanks

Klaus Abberger

University of Konstanz, Germany

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kjetil halvorsen <kjetilh at umsanet.edu.bo> writes:

Hola!

simulate.p.value=TRUE uset the patefielf algorithm (translated to C).
The reference is 

Patefield,W. M. (1981) An efficient method of generating r * c tables
with given row and column totals (algorithm AS 159). A?pplied Statistics
30, 91-97.

This reference should have been included in the help file!

As to small sample properties, I know of no references, but to do a
small-scall simulation in R should be fast. 

The title of the paper has an important bit of information, though.
It's a conditional simulation, so the small sample behaviour should be
similar to the Fisher test if you simulate long enough, except of
course that this uses the chisquare statistic rather than the log
likelihood. The variant where you enumerate all possibilities instead
of simulating is implemented in recent versions of SAS, so a look in
the SAS manuals might be informative.

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