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Maximally Selected Chi‐Square Statistics and Binary Splits of Nominal Variables

Maximally Selected Chi‐Square Statistics and Binary Splits of Nominal Variables

We address the problem of maximally selected chi-square statistics in the case of a binary Y variable and a nominal X variable with several categories. The distribution of the maximally selected chi-square statistic has already been derived when the best cutpoint is chosen from a continuous or an ordinal X, …