The routine may be called by the names g11aaf or nagf_contab_chisq.
For a set of observations classified by two variables, with and levels respectively, a two-way table of frequencies with rows and columns can be computed.
To measure the association between the two classification variables two statistics that can be used are, the Pearson statistic, , and the likelihood ratio test statistic, , where are the fitted values from the model that assumes the effects due to the classification variables are additive, i.e., there is no association. These values are the expected cell frequencies and are given by
Under the hypothesis of no association between the two classification variables, both these statistics have, approximately, a -distribution with degrees of freedom. This distribution is arrived at under the assumption that the expected cell frequencies, , are not too small. For a discussion of this point see Everitt (1977). He concludes by saying, ‘... in the majority of cases the chi-square criterion may be used for tables with expectations in excess of in the smallest cell’.
In the case of the table, i.e., and , the approximation can be improved by using Yates' continuity correction factor. This decreases the absolute value of by . For tables with a small value of the exact probabilities from Fisher's test are computed. These are based on the hypergeometric distribution and are computed using g01blf. A two tail probability is computed as , where and are the upper and lower one-tail probabilities from the hypergeometric distribution.
Everitt B S (1977) The Analysis of Contingency Tables Chapman and Hall
Kendall M G and Stuart A (1973) The Advanced Theory of Statistics (Volume 2) (3rd Edition) Griffin
1: – IntegerInput
On entry: , the number of rows in the contingency table.
2: – IntegerInput
On entry: , the number of columns in the contingency table.
3: – Integer arrayInput
On entry: the contingency table
must contain , for and .
, for and .
4: – IntegerInput
On entry: the first dimension of the arrays nobs, expt and chist as declared in the (sub)program from which g11aaf is called.
5: – Real (Kind=nag_wp) arrayOutput
On exit: the table of expected values.
contains , for and .
6: – Real (Kind=nag_wp) arrayOutput
On exit: the table of contributions.
contains , for and .
7: – Real (Kind=nag_wp)Output
On exit: if , and then prob contains the two tail significance level for Fisher's exact test, otherwise prob contains the significance level from the Pearson statistic.
8: – Real (Kind=nag_wp)Output
On exit: the Pearson statistic.
9: – Real (Kind=nag_wp)Output
On exit: the likelihood ratio test statistic.
10: – Real (Kind=nag_wp)Output
On exit: the degrees of freedom for the statistics.
11: – IntegerInput/Output
On entry: ifail must be set to , or to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of means that an error message is printed while a value of means that it is not.
If halting is not appropriate, the value or is recommended. If message printing is undesirable, then the value is recommended. Otherwise, the value is recommended since useful values can be provided in some output arguments even when on exit. When the value or is used it is essential to test the value of ifail on exit.
On exit: unless the routine detects an error or a warning has been flagged (see Section 6).
6Error Indicators and Warnings
If on entry or , explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
Note: in some cases g11aaf may return useful information.
On entry, and .
On entry, .
On entry, .
On entry, all elements of .
On entry, , and .
On entry, a table has a row or column with both values zero.
At least one cell has an expected frequency, . The approximation may be poor.
An unexpected error has been triggered by this routine. Please
See Section 7 in the Introduction to the NAG Library FL Interface for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library FL Interface for further information.
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.
For the accuracy of the probabilities for Fisher's exact test see g01blf.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
g11aaf is not threaded in any implementation.
The routine g01aff allows for the automatic amalgamation of rows and columns. In most circumstances this is not recommended; see Everitt (1977).
Multidimensional contingency tables can be analysed using log-linear models fitted by g02gbf.
The data below, taken from Everitt (1977), is from patients with brain tumours. The row classification variable is the site of the tumour: frontal lobes, temporal lobes and other cerebral areas. The column classification variable is the type of tumour: benign, malignant and other cerebral tumours.
The data is read in and the statistics computed and printed.