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12-18-2015 04:13 PM

Specifically one that shows how to do the math described by N. Cressie, T.R.C. Read, in their paper entitled

"Multinomial goodness-of-fit tests," J. Roy. Statist. Soc. B 46 (1984) 440–464.

I do have code now for 4 of the 5 test statistics I need.

- proc freq gives the Pearson's Chi Square,
- Proc Univarite produces the Komogorov Smirnov test statistic,
- Proc Probit produces the Log Likelihood Ratio as does Proc GenMod,
- Proc Multtest calculates the Freeman-Tukey test statistic,

**but I have not been able to find the Power divergence test** show in the image attached here. I found some R code so maybe I can run it inside SAS enterprise guide? But I do NOT have a SAS/IML or SAS Enterprise Miner license so I can not run the R code inside a node that way. Please advise.

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Solution

12-28-2015
03:31 PM

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Posted in reply to marygc

12-18-2015 10:19 PM

It can be computed with a SQL query from proc freq output. For example

```
proc freq data=sashelp.heart;
where weight_status is not missing;
table sex*weight_status / out=cellcounts outexpect;
run;
%let lambda=(2/3);
proc sql;
select
&lambda as lambda,
2/(&lambda*(1+&lambda))*sum(COUNT*((COUNT/EXPECTED)**&lambda-1)) as powerDivergence
from cellCounts;
quit;
```

PG

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Solution

12-28-2015
03:31 PM

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Posted in reply to marygc

12-18-2015 10:19 PM

It can be computed with a SQL query from proc freq output. For example

```
proc freq data=sashelp.heart;
where weight_status is not missing;
table sex*weight_status / out=cellcounts outexpect;
run;
%let lambda=(2/3);
proc sql;
select
&lambda as lambda,
2/(&lambda*(1+&lambda))*sum(COUNT*((COUNT/EXPECTED)**&lambda-1)) as powerDivergence
from cellCounts;
quit;
```

PG