How can we estimate how much is the sensitivity of a Chi Squared test to the number of classes?

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Salvatore S. Mangiafico

It's usually a bad idea to try a bunch of different statistical tests and then pick the one whose results you like the best.

But, why do you have a choice about the number of categories? Do you have a numeric variable that you are making into discrete categories?

Ioanna Papatsouma

Salvatore S. Mangiafico I have a continuous rv which is grouped into classes. I tried for different number of classes and the test works well when the number of classes is either even or odd.