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Activity Number: 248
Type: Contributed
Date/Time: Tuesday, August 8, 2006 : 8:30 AM to 10:20 AM
Sponsor: Biometrics Section
Abstract - #307205
Title: Data Information with the Cochran-Mantel-Haenszel Test
Author(s): Philip E. Cheng*+
Companies: Academia Sinica
Address: Institute of Statistical Science, Taipei, 115, Taiwan
Keywords: common odds ratio ; likelihood ratio test ; mutual information ; relative entropy ; three-way interaction
Abstract:

For combined 2x2 tables, the Bartlett test for no interaction and the Cochran-Mantel-Haenszel test for independence are examined. An information identity is formulated to characterize the division of data information shared between the two tests. This yields a two-step likelihood ratio test procedure that is more powerful than other tests for independence. The test scheme directly yields the Bartlett maximum likelihood estimate, and provides efficient interval estimation for the common odds ratio without using asymptotic variance estimates. As a byproduct, it evidences the drawback that the CMH test can be insensitive when the odds ratios are spread around unity.

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