USP: an independence test that improves on Pearson’s chi-squared and the G -test
Berrett, Thomas B.
Proceedings of the Royal Society A
The Royal Society
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Berrett, T. B., & Samworth, R. J. (2021). USP: an independence test that improves on Pearson’s chi-squared and the G -test. Proceedings of the Royal Society A, 477 (2256) https://doi.org/10.1098/rspa.2021.0549
We present the U-statistic permutation (USP) test of independence in the context of discrete data displayed in a contingency table. Either Pearson’s χ2-test of independence, or the G-test, are typically used for this task, but we argue that these tests have serious deficiencies, both in terms of their inability to control the size of the test, and their power properties. By contrast, the USP test is guaranteed to control the size of the test at the nominal level for all sample sizes, has no issues with small (or zero) cell counts, and is able to detect distributions that violate independence in only a minimal way. The test statistic is derived from a U-statistic estimator of a natural population measure of dependence, and we prove that this is the unique minimum variance unbiased estimator of this population quantity. The practical utility of the USP test is demonstrated on both simulated data, where its power can be dramatically greater than those of Pearson’s test, the G-test and Fisher’s exact test, and on real data. The USP test is implemented in the R package USP.
Research articles, independence, Pearson’s χ2-test, G-test, permutation test, statistic, Fisher’s exact test
H2020 European Research Council (101019498)
EPSRC (EP/N031938/1, EP/P031447/1)
External DOI: https://doi.org/10.1098/rspa.2021.0549
This record's URL: https://www.repository.cam.ac.uk/handle/1810/331814
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