Lecture 4
Lecture 4
Lecture 4
estimate
• The two examples in lecture3 have illustrated the
reason why it is not appropriate to use marginal
(crude) odds ratio to examine the association of
the exposure variable (x) with the response
variable (y), and the need to use conditional
(adjusted) odds ratios. Therefore, the population
parameters of interest are those conditional
(adjusted) odds ratios rather than marginal (crude)
odds ratio.
Introduction to Mantel-Haenszel
estimate
• Q: Note that the data in both examples in
lecture 3 are population data which allows
one to know exactly what those conditional
(adjusted) odds ratios are. In reality, one
only has sample data. As before the natural
question to ask is how to estimate those
conditional (adjusted) odds ratios based on
sample data?
Introduction to Mantel-Haenszel
estimate
• The answer to the question depends on
whether or not those conditional (adjusted)
odds ratios are different across the levels of
z:
– Case 1: those conditional (adjusted) odds ratios
are different. This case is the case where we
call z as effect modifier.
– Case 2: conditional (adjusted) odds ratios are
the same
Introduction to Mantel-Haenszel
estimate
• In case 1, the conditional (adjusted) odds
ratio that corresponds to a specific level of z
can be estimated using the 2 by 2 table of y
and x that corresponds to that level of z.
Introduction to Mantel-Haenszel
estimate
• In case 2, as in both examples in lecture 3,
the common conditional (adjusted) odds
ratio can be estimated by so-called Mantel-
Haenszel estimate of common odds ratio.
Introduction to Mantel-Haenszel
estimate
• Let denote the common conditional (adjusted)
odds ratio. Obviously, an Ad-hoc approach to
estimating is to use one of the z-level-specific 2
by 2 tables of y and x.
x y 1 0
1 nk11 nk10 nk1
0 nk01 nk00 nk0
mk1 mk0 nk
Mantel-Haenszel estimate of
common odds ratio
• Mantel-Haenszel estimate of common odds
ratio takes the form:
n n
k 11 k 00 / nk
ˆMH k 1
r
n
k 1
n
k 10 k 01 / nk
Mantel-Haenszel estimate of
common odds ratio
• Mantel-Haenszel estimate of common odds ratio can be
viewed as a weighted average of the individual odds
ratios: r
ˆ w ˆ
MH
k 1
k k
nk10 nk 00 nk
where wk r
n
j 1
j10 n j 00 n j
(log(ˆMH ))
(too complicated)
Asymptotic Confidence Interval
for common odds ratio
• The asymptotic confidence interval for the
log of is
log(ˆMH ) z1 / 2 (log(ˆMH ))
j 1
2
j
1
1 1 1 1
k2
n
k 11 n k 10 nk 01 n k 00
ˆL exp( ˆ )
• The logit estimate is also reasonable estimate of
common odds ratio, but it has problem with zero
cell as opposed to M-H estimate.
Logit Estimate of Common Odds
Ratio
data cmh;
input center smoke cancer count @@;
cards;
1 1 1 126 1 1 0 100 1 0 1 35 1 0 0 61
2 1 1 908 2 1 0 688 2 0 1 497 2 0 0 807
3 1 1 913 3 1 0 747 3 0 1 336 3 0 0 598
4 1 1 235 4 1 0 172 4 0 1 58 4 0 0 121
5 1 1 402 5 1 0 308 5 0 1 121 5 0 0 215
6 1 1 182 6 1 0 156 6 0 1 72 6 0 0 98
7 1 1 60 7 1 0 99 7 0 1 11 7 0 0 43
8 1 1 104 8 1 0 89 8 0 1 21 8 0 0 36
;
run;
proc freq data=cmh order=data;
weight count;
table center*smoke*cancer/ cmh ;
run;
Logit Estimate of Common Odds
Ratio
Estimates of the Common Relative Risk (Row1/Row2)
i)
nk 1 nk 0
i mk 1 i k
i
P ( nk11 nk 1 nk 0
mk 1 u k
u
u
u
Non-central Hypergeometric
distribution
• Hypergeometric distribution is a special case of Non-
central Hypergeometric distribution since when the
odds ratio, k , equals 1, the mass function of Non
central Hypergeometric distribution becomes that of
Hypergeometric distribution:
i)
nk 1 nk 0
i
mk 1 i
nk 1
i
nk 0
mk 1 i
P(nk11 nk 1 nk 0 nk
u mk 1 u mk 1
u
Breslow-Day Test
• The idea of Breslow-Day test is under the null
hypothesis( k are equal), nk11 is approximately
Non-central Hypergeometric distributed with
k ˆMH
and hence nk11 should be close to E (n11k ;ˆMH ) , the
mean of this Non-central Hypergeometric
distribution.
Breslow-Day Test
• Breslow-Day test statistics takes the form:
BD
2
r
nk11 E (nk11 ;ˆMH ) 2
k 1 Var (n ;ˆ )
k 11 MH
As a result,rthe total k 1
nk11 is also close to