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Keywords:
multinomial sampling; restricted maximum likelihood estimator; goodness-of-fit; $I_r$-divergence measure; Rényi’s divergence measure
multinomial sampling; restricted maximum likelihood estimator; goodness-of-fit; $I_r$-divergence measure; Rényi’s divergence measure
Summary:
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 Rényi’s and $I_{r}$-divergence measures.
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