Abstract:In this paper we discuss some cautionary notes in using the Pearson chi-squared test statistic for the goodnessof-fit of the ordinal response model. If a model includes continuous type explanatory variables, the resulting table from the fit of a model is not a regular one in the sense that the cell boundaries are not fixed but randomly determined by some other criteria. The chi-squared statistic from this kind of table does not have a limiting chi-square distribution in general and we need to be very cautious … Show more
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