A study on Freeman-Tukey test statistic under the symmetry model for square contingency tables

Abstract

The symmetry model is the basic model in the analysis of square contingency tables. Multiple test statistics have been developed for the goodness of fit test. Freeman-Tukey test statistics is appropriate to be used in large samples. However, the required sample size to use the Freeman- Tukey test statistics is not clear. In this paper, the asymptotic properties of Freeman-Tukey test statistic are discussed via extensive Monte-Carlo simulation study. The Freeman-Tukey test statistic is compared with members of power-divergence family test statistic under the symmetry model. The results of simulation study are evaluated based on the Type-I error and power of a test. The results of simulation study and artificial data study show that Freeman- Tukey’s ??2 test statistic does not converge to chi-squared distribution for both sparse and nonsparse square contingency tables.