title: A revisit to contingency table and tests of independence: bootstrap is preferred to Chi-square approximations as well as Fisher's exact test.
abstract: To test the mutual independence of two qualitative variables (or attributes), it is a common practice to follow the Chi-square tests (Pearson's as well as likelihood ratio test) based on data in the form of a contingency table. However, it should be noted that these popular Chi-square tests are asymptotic in nature and are useful when the cell frequencies are "not too small." In this article, we explore the accuracy of the Chi-square tests through an extensive simulation study and then propose their bootstrap versions that appear to work better than the asymptotic Chi-square tests. The bootstrap tests are useful even for small-cell frequencies as they maintain the nominal level quite accurately. Also, the proposed bootstrap tests are more convenient than the Fisher's exact test which is often criticized for being too conservative. Finally, all test methods are applied to a few real-life datasets for demonstration purposes.
authors.affiliation: a Department of Statistics , Tamkang University , Tamsui , Taipei , Taiwan.
authors.forename: Jyh-Jiuan
authors.initials: JJ
authors.lastname: Lin
authors.forename: Ching-Hui
authors.initials: CH
authors.lastname: Chang
authors.forename: Nabendu
authors.initials: N
authors.lastname: Pal
mesh_terms: D016009:Chi-Square Distribution; D003198:Computer Simulation; D003627:Data Interpretation, Statistical; D066264:Datasets as Topic / Q000706:statistics & numerical data*; D016013:Likelihood Functions
keywords: Hypothesis testing; Level of a test; Power of a test; Size