Choice of test for association in small sample unordered r × c tables

Pearson's chi-squared, the likelihood-ratio, and Fisher-Freeman-Halton's test statistics are often used to test the association of unordered r x c tables. Asymptotical, exact conditional, or exact conditional with mid-p adjustment methods are commonly used to compute the p-value. We have compared test power and significance level for these test statistics and p-value calculations in small sample r x c tables, mostly 3 x 2 and some with both r and c are greater than 2. After extensive simulations, in general we recommend using an exact conditional mid-p test with Pearson's chi-squared or Fisher-Freeman-Halton's statistic, which usually is the most powerful test yet preserve the approximate significance level. Moreover, we recommend that the asymptotic Pearson's chi-squared or other asymptotic tests not be used for small sample r x c tables.