2016RePEc: Research Papers in EconomicsRequires access

CHOI_LR_TEST: Stata module to perform Choi's likelihood ratio test

William D. Dupont, W. Dale Plummer

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Abstract

choi_lr_test calculates the likelihood ratio (LR) test described in Choi et al. (2015). This test is conditioned on the total number of exposed subjects from a case-control study. The following statistics, conditioned on the marginal exposure rate, are also derived: the maximum likelihood estimate of the odds ratio for exposure in cases relative to controls; the LR under the null hypothesis that the odds ratio equals 1; the 1/6.8 likelihood support interval (LSI); and the 1/k LSI, where k is specified by the user. The p-value from this LR test is inferentially consistent with classical tests of normally distributed data as well as with likelihood ratios and support intervals based on this conditional likelihood function. The 1/6.8 LSI equals the 95% confidence interval for normally distributed random variables. This statistic and LSI are useful for tables with few subjects in which the asymptotic properties of classical test statistics are irrelevant and Fisher’s exact test is too conservative. It is particularly appropriate when one of the cells of the 2x2 table is empty.

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What this paper is about

choi_lr_test calculates the likelihood ratio (LR) test described in Choi et al. (2015). This test is conditioned on the total number of exposed subjects from a case-control study. The following statistics, conditioned on the marginal exposure rate, are also derived: the maximum likelihood estimate of the odds ratio for exposure in cases relative to controls; the LR under the null hypothesis that the odds ratio equals 1; the 1/6.8 likelihood support interval (LSI); and the 1/k LSI, where k is specified by the user. The p-value from this LR test is inferentially consistent with classical tests of normally distributed data as well as with likelihood ratios and support intervals based on this conditional likelihood function. The 1/6.8 LSI equals the 95% confidence interval for normally distributed random variables. This statistic and LSI are useful for tables with few subjects in which the asymptotic properties of classical test statistics are irrelevant and Fisher’s exact test is too conservative. It is particularly appropriate when one of the cells of the 2x2 table is empty.

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Available abstract

choi_lr_test calculates the likelihood ratio (LR) test described in Choi et al. (2015). This test is conditioned on the total number of exposed subjects from a case-control study. The following statistics, conditioned on the marginal exposure rate, are also derived: the maximum likelihood estimate of the odds ratio for exposure in cases relative to controls; the LR under the null hypothesis that the odds ratio equals 1; the 1/6.8 likelihood support interval (LSI); and the 1/k LSI, where k is specified by the user. The p-value from this LR test is inferentially consistent with classical tests of normally distributed data as well as with likelihood ratios and support intervals based on this conditional likelihood function. The 1/6.8 LSI equals the 95% confidence interval for normally distributed random variables. This statistic and LSI are useful for tables with few subjects in which the asymptotic properties of classical test statistics are irrelevant and Fisher’s exact test is too conservative. It is particularly appropriate when one of the cells of the 2x2 table is empty.

Key concepts: Statistics, Score test, Likelihood-ratio test, Mathematics, Confidence interval, Ratio test, Exact test, Likelihood principle

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