Fisher's Exact Test and Chi-square
- From: harriscsuiucedu@xxxxxxxxx
- Date: 17 Jul 2006 08:46:10 -0700
I have a number of questions about these two...
(I'll presume for argument's sake that FET is always considered the
'best' value (the 'true' probability) to calculate but chi-square is
easier (faster), and so there is a trade-off)
- the rule of thumb is to use FET when any cell is < 5 and the total
<, oh, some larger number, chi-square otherwise. Why this particular
cut off? Was there an empirical comparison of the two methods on random
contingency tables, and then 5 was taken as a reasonable cutoff point?
- for the chi-square statistic (sum (o-e)^2/e^2), its distribution is
'approximated very closely by the chi-square distribution' (a random
but representative quote from a statistics text). OK, so it is
-approximated- by the chi-square distribution. Well, then, is there a
(named? known?) function for that -exact- distribution? (I'm guessing
that this is a similar situation to where the normal distribution is an
approximation of the t-distribution)
- FET takes a long time to compute if n is large (in comparison to
chi-square). Are there approximation algorithms of FET directly (that
is attempts to approximate the sum of hypergeometric values)?
Mitch
.
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