Supplement to Testing Dependence among Serially Correlated Multi-category Variables 2 Relationship to Pearson' S Chi-squared Test

Abstract

In this supplemental material, Section 2 provides a proof of the relationship between Pearson’s Chi-squared test and the static trace test based on canonical correlations. Section 3 derives the test for independence with ordered alternatives introduced in Section 3.3 of the paper, while Section 4 introduces an iterated test method which is an alternative to… (More)

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