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Usefulness of chisqr.gof

To: "S-News List" <s-news@lists.biostat.wustl.edu>
Subject: Usefulness of chisqr.gof
From: John Fennick <jhf2@adelphia.net>
Date: Thu, 24 Feb 2005 21:57:15 -0500
Hi Group,

This is not strictly an S-plus question but, a while ago there was a thread with much discussion of the chisqr.gof test.

My experience with the test is mostly negative so I have given up on it (as well as the ks.gof). A qq plot is, to me, much more satisfying as the attachment demonstrates. The plots were not "hand-picked" they are simply 6 successive passes of the calls:

> z<-(rnorm(500))
> res <- rnd(chisq.gof(z)$p.va,3)
> QQplot(z,xlab=paste('Chisq.gof = ',res,sep=''),ylab='rnorm 500')

where QQplot simply adds an lsfit to a qqplot call.

I get similar results with sizes other than 500, eg, 200, or 50000.

So, my question is, why bother with those tests?

john


John Fennick
jhf2@adelphia.net
alt: j.fennick@ieee.org
Tel: 603.526.4023
134 Brookside Drive
New London, NH 03257
USA 

Attachment: gof.Chisqr.Samples.doc
Description: MS-Word document

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