Research ArticleConditional and Unconditional Tests (and Sample Size) Basedon Multiple Comparisons for Stratified 2 ร 2 Tables
A. Martรญn Andrรฉs,1 I. Herranz Tejedor,2 and M. รlvarez Hernรกndez3
1Bioestadฤฑstica, Facultad de Medicina, University of Granada, 18071 Granada, Spain2Bioestadฤฑstica, Facultad de Medicina, University Complutense of Madrid, 28040 Madrid, Spain3Departamento de Estadฤฑstica e Investigacion Operativa, University of Vigo, 36310 Vigo, Spain
Correspondence should be addressed to A. Martฤฑn Andres; [email protected]
Received 3 March 2015; Accepted 16 April 2015
Academic Editor: Jerzy Tiuryn
Copyright ยฉ 2015 A. Martฤฑn Andres et al. This is an open access article distributed under the Creative Commons AttributionLicense, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properlycited.
The Mantel-Haenszel test is the most frequent asymptotic test used for analyzing stratified 2 ร 2 tables. Its exact alternative is thetest of Birch, which has recently been reconsidered by Jung. Both tests have a conditional origin: Pearsonโs chi-squared test andFisherโs exact test, respectively. But both tests have the same drawback that the result of global test (the stratified test) may not becompatible with the result of individual tests (the test for each stratum). In this paper, we propose to carry out the global test usinga multiple comparisons method (MC method) which does not have this disadvantage. By refining the method (MCB method) analternative to the Mantel-Haenszel and Birch tests may be obtained. The new MC and MCB methods have the advantage that theymay be applied from an unconditional view, a methodology which until now has not been applied to this problem.We also proposesome sample size calculation methods.
1. Introduction
In statistics it is very usual to have to verify whetherassociation exists between two dichotomic qualities. This isespecially frequent in medicine, for example, where the aimis to assess whether the presence or absence of a risk factorconditions the presence or absence of a disease or comparetwo treatments whose answers are success or failure, andso forth. In all the cases the problem produces data whosefrequencies are presented in a 2ร2 table: the two levels of oneof the qualities are set out in the rows, the two levels of theother quality in the columns, and the observed frequenciesare set out inside the table.
The exact and the asymptotic analyses of a 2 ร 2 tablehave their roots in the origins of statistics, and hundred ofpapers have been devoted to the problem [1]. It is traditionalto carry out the exact independence test using the Fisherexact test, which is a conditional test (because it assumesthat the marginals of the rows and columns are previouslyfixed). More than thirty years has passed since the situationchanged, and it is well known that the unconditional exact
test tends to be less conservative and more powerful thanthe conditional test [2โ4], because the loss of informationas a result of conditioning may be as high as 26% [5].The unconditional tests assume that it is only the valuesthat were really previously fixed: the marginal of the rows,the marginal of the columns or the total data in the table.This causes two types of unconditional test: that of thedouble binominal model (the first two cases) and that ofthe multinomial model (the third case). The same can besaid of the asymptotic tests, generally based on Pearsonโschi-squared statistic with different corrections for continuity(cc). However, the unconditional exact tests have the greatdisadvantage of being very laborious to compute. An overallview of the problem can be seen in Martฤฑn Andres [1, 6].
Frequently the individuals who take part in the studyare stratified in groups based on a covariate such as sex orage, which gives rise to several 2 ร 2 tables. In this casethe aim is to contrast the independence of both the originaldichotomic qualities, bearing in mind the heterogeneityof the populations defined by the strata. To this end, themost frequent approach is to suggest a test under the null
Hindawi Publishing CorporationComputational and Mathematical Methods in MedicineVolume 2015, Article ID 147038, 8 pageshttp://dx.doi.org/10.1155/2015/147038
2 Computational and Mathematical Methods in Medicine
hypothesis of Mantel-Haenszel for which the odds ratio (orthe risk ratio) for all the strata is equal to unity. For thispurpose the most frequent asymptotic tests are those ofCochran [7] and Mantel and Haenszel [8], both of which arevery similar; the exact version of the test is due to Birch [9](and has recently been reconsidered by [10]). In all these casesthe proposed tests are conditional and, when there is only onestratum, the test for the case of only one 2ร2 table is obtained(Fisherโs exact test or Pearsonโs chi-squared test). Moreover,Jung [10] and Jung et al. [11] propose a sample size calculationmethod, asymptotic in the first and exact in the second.
The procedures indicated have the drawback of almostall the tests for a global null hypothesis like the one inquestion that the result of the global (stratified) test maynot be compatible with that of the individual tests (the testfor each stratum). In this paper, we propose a global test(MC test) which does not have this disadvantage because itis based on a multiple comparisons method: the global test issignificant if and only if at least one of the individual tests issignificant. In return the MC test will have the drawback ofbeing less powerful, given that it must control both the alphaerror of the global test and the alpha errors in the individualtests. Because of this, another procedure is proposed (MCBtest) which only controls the alpha error of the global test(just as in the classic stratified tests), although the alpha errorin the individual tests will only exceed the nominal valueon a few occasions (and generally by very little). The twoprocedures are applicable from both the conditional and theunconditional point of view and also when carrying out anasymptotic test or an exact test. The advantage of applyingthem in the form of an unconditional test is that in this waythe loss of power mentioned above is reduced with regard tothe classic global tests. In addition this paper shows that theasymptotic tests function well, even for small samples, if theyare carried out with the appropriate continuity correction.And finally, the sample size for almost all the cases studied(exact or asymptotic tests, conditional or unconditional tests)is determined.
2. Hypothesis Test
2.1. Notation,Models, and Example. In the following (withoutloss of generality) it will be assumed that each 2 ร 2 tablerefers to the successes or failures in two treatments whichare applied to ๐๐ and ๐๐ individuals, respectively. Let ๐ฝ bethe number of strata, ๐๐ = ๐๐ + ๐๐ (๐ = 1, . . . , ๐ฝ) the totalof individuals in the stratum ๐, ๐ = โ๐๐๐ the total samplesize, {๐ฅ๐, ๐ฅ๐ = ๐๐ โ ๐ฅ๐} and {๐ฆ๐, ๐ฆ๐ = ๐๐ โ ๐ฆ๐} the numberof successes and the number of failures with the treatments1 and 2, respectively, and ๐ง๐ = ๐ฅ๐ + ๐ฆ๐ and ๐ง๐ = ๐ฅ๐ + ๐ฆ๐
the total number of successes and failures in the stratum๐ respectively. These data may be summarized as shown inTable 1. Once the experiment has been performed, the valuesobtained will be written with an extra subindex โ0,โ that is,๐ฅ๐0, ๐ฆ๐0, ๐๐0, ๐๐0, . . ..
Let ๐๐ and ๐๐ (๐๐ = 1 โ ๐๐ and ๐๐ = 1 โ ๐๐) be theprobabilities of success (failure) with treatments 1 and 2 inthe stratum ๐, respectively. The odds ratio for each stratum is
Table 1: Frequency data of 2 ร 2 table for stratum ๐.
Treatment Response TotalYes No
1 ๐ฅ๐ ๐ฅ๐ ๐๐
2 ๐ฆ๐ ๐ฆ๐ ๐๐
Total ๐ง๐ ๐ง๐ ๐๐
๐๐ = ๐๐๐๐/๐๐๐๐, and the aim is to contrast the null hypothesis๐ป: ๐1 = โ โ โ = ๐๐ฝ = 1 against an alternative hypothesis withone tail (๐พ: ๐๐ > 1 for some ๐) or with two tails (K: ๐๐ = 1 forsome j). This paper addresses only the case of one-sided test;for the two-tail test the procedure is similar.
In the previous description it was assumed that the data(๐ฅ๐, ๐ฆ๐) of each stratum j proceed from a double binomialdistribution of sizes ๐๐ and ๐๐ and probabilities ๐๐ and ๐๐ ingroups 1 and 2, respectively. Because in each stratum ๐ thereare two previously fixed values (๐๐ and ๐๐) the model will bereferred to as Model 2; the model is very frequently used inpractice so that it will serve here as a basis for defining andillustrating the procedures MC and MCB. If in each stratumthere is conditioning in the observed value ๐ง๐ = ๐ฅ๐ + ๐ฆ๐,then one has Model 3; now the three values ๐๐, ๐ง๐, and ๐๐
are previously fixed in each stratum ๐ and the only variable๐ฅ๐ arises from a hypergeometric distribution. If only thevalues of ๐๐ are fixed in each stratum ๐, one will get Model1: (๐ฅ๐, ๐ฆ๐, ๐ฅ๐) proceeding from a multinomial distribution.Finally, if only the global sample size ๐ is fixed (so that noweven the values for๐๐ are obtained at random), one will haveModel 0. With conditioning in the appropriate marginal, themodel๐ leads to the model (๐ + 1). Therefore, whatever theinitial model (i.e., whatever the samplingmethod for the dataobtained), by conditioning in all the nonfixed marginals onealways obtains Model 3 (which is the one covered by Birchand Mantel and Haenszel).
Each model produces a different sample space, which isformed by the set of all possible values of the set of variablesinvolved in the same. For example, the sample space ofstratum ๐ underModel 2 consists of (๐๐+1)ร(๐๐+1) possiblevalues of (๐ฅ๐, ๐ฆ๐). Each transition from a Model ๐ to Model(๐+1) constitutes a loss of information, because the numberof points of the new sample space is very much smallerthan that of the previous one. Probably the most dramatictransition is that of Models 2 to 3, a transition in which theloss of information may reach 26% for ๐ฝ = 1 [5]. In addition,each transition implies using a conditional rather than anunconditional method of eliminating nuisance parameters,something which is generally never advisable [13].
The data in Table 2, which are given by Li et al. [12], aretaken from preliminary analysis of an experiment of threegroups to evaluatewhether thymosin (treatment 1), comparedto a placebo (treatment 2), has any effect on the treatment ofbronchogenic carcinoma patients receiving radiotherapy.Theone-sided ๐ values are ๐Birch = 0.1563 by global conditionalstratified exact test and ๐1 = 0.80073, ๐2 = 0.57143, and๐3 = 0.14706 by Fisherโs individual conditional exact testin each stratum. If the global test is carried out to an error
Computational and Mathematical Methods in Medicine 3
Table 2: Response to thymosin in cancer patients (yes = success, no= failure).
Stratum 1 Total Stratum 2 Total Stratum 3 TotalYes No Yes No Yes No
Thymosin 10 1 11 9 0 9 8 0 8Placebo 12 1 13 11 1 12 7 3 10Total 22 2 24 20 1 21 15 3 18
๐ผ = 0.1563 we conclude ๐พ, so that now ๐๐ > 1 at leastonce. However no individual test has significance if these arecarried out to an alpha error that respects the former globalerror; for example, by using Bonferroniโs method, the smallerof the three ๐ values ๐3 = 0.14706 > 0.1563/3. The samething occurs if asymptotic tests are used. Our aim is to defineprocedures in which these incompatibilities will not occur.
2.2. Conditional Tests Obtained by Using Classic Methods(Model 3). The ๐ value of exact test is ๐Birch = 0.1563. Table 3shows this value and the remaining ๐ values in this paper.This result is based on determining the probability of all theconfigurations (๐ฅ๐ | ๐๐, ๐๐, ๐ง๐), ๐ = 1, 2, . . . , ๐ฝ, such as๐ = โ๐ ๐ฅ๐ โฅ ๐0 = โ๐ ๐ฅ๐0 = 27. Here ๐ is a test statisticdetermining the order inwhich the points of the sample space(๐ฅ1, ๐ฅ2, ๐ฅ3) enter the region ๐ , a region whose probabilityunder ๐ป yields the value of ๐Birch. Note that as the samplespaces in each stratum are 9 โค ๐ฅ1 โค 11, 8 โค ๐ฅ2 โค 9,and 5 โค ๐ฅ3 โค 8, the possible values of (๐ฅ1, ๐ฅ2, ๐ฅ3) will be3 ร 2 ร 4 = 24, which is the total number of points in theglobal sample space; of these, four belong to ๐ (three with๐ = 27 and one with ๐ = 28), so that 4/24 = 0.1667. Moreovernote that, under the original Model 2, the number of pointsin the sample space of strata 1, 2, and 3 are (๐๐+1)ร(๐๐+1) =
(11 + 1) ร (13 + 1), (9 + 1) ร (12 + 1), and (8 + 1) ร (10 + 1),respectively. The total points for the global sample space willbe 168 ร 130 ร 99: more than two million, compared to only24 in Model 3. To determine the value ๐Birch have developedvarious programs (see references in [14]); an easy way to getit is through http://www.openepi.com/Menu/OE Menu.htm(option โTwo by Two Tableโ).
The asymptotic test of Mantel-Haenszel based on โ๐ฅ๐
is asymptotically normal with mean โ๐ธ๐ = โ๐๐๐๐ง๐/๐๐
and variance โ๐๐ = โ๐๐๐๐๐ง๐๐ง๐/๐2๐ (๐๐ โ 1). Therefore
the contrast statistic is ๐MH = (โ๐ฅ๐ โ โ๐ธ๐)/(โ๐๐)0.5,
whose ๐ value ๐MH = 0.0760 patently does not agree with๐Jung = 0.1563. However because the variable ๐ is discrete,it is convenient to carry out a continuity correction [15].As S jumps one space at a time, the cc should be 0.5 andso the statistic with cc will be ๐MHc = (โ๐ฅ๐ โ โ๐ธ๐ โ
0.5)/(โ๐๐)0.5 [8]. The new ๐ value ๐MHc = 0.1573 itself is
already compatible with the exact value.
2.3. MC and MCB Tests Based on the Criterion of the MultipleComparisons: General Observations. Let us suppose that ineach stratum the hypotheses ๐ป๐: ๐๐ = 1 versus ๐พ๐: ๐๐ > 1 toerror ๐ผ๐ are contrasted. Thereby ๐ป = โฉ๐ป๐ and ๐พ = โช๐พ๐. If
Table 3: ๐ values obtained by various methods for the data in theexample of Li et al. [12]. Each asymptotic method is placed directlybelow the exact method from which it proceeds.
Model Test Procedure Statistic used ๐ value
3
Exact Birch Sum of successes(treated group) 0.1563
Asymptotic MH
๐MH of Mantel-Haenszel(without cc) 0.0760
๐MH of Mantel-Haenszel(with cc) 0.1573
ExactMC
๐ value Fisher 0.3795Asymptotic ๐3 of Yates 0.3887
ExactMCB
๐ value Fisher 0.1471Asymptotic ๐3 of Yates 0.1513
2
ExactMC
p value Barnard 0.1602Asymptotic ๐2 of Martฤฑn et al. 0.1614
ExactMCB
๐ value Barnard 0.1533Asymptotic ๐2 of Martฤฑn et al. 0.1588
1 ExactMC
๐ value Barnard 0.1282Asymptotic ๐1 of Pirie and Hamdan 0.1512
Note: MH = Mantel-Haenszel test; MC = multiple comparisons method;MCB = method based on the multiple comparisons.
the global null hypothesis ๐ป is rejected when there exists atleast one ๐ in which the individual test rejected ๐ป๐, then thealpha error ๐ผ of the global test (๐ป versus ๐พ) will be [16]
๐ผ = 1 โ โ(1 โ ๐ผ๐) . (1)
In particular, if ๐ผ๐ = ๐ผ (โ๐) method MC is obtained (theโmethod of the multiple comparisonsโ), and its global alphaerror will be
๐ผ = 1 โ (1 โ ๐ผ)๐ฝ. (2)
MethodMC guarantees the compatibility of the results of theglobal test and of the individual tests, because the global testis significant if and only if at least one of the individual testsis so. When ๐ฝ = 1, the global test is the same as the individualtest.
On the basis of the above, in general the test can bedefined as follows. In each stratum ๐ an order statistic ๐๐ willhave been defined which allows the ๐ value for each one ofits points to be determined. If the points from all strata aremixed, they are ordered from the lowest value of their ๐ valueto the highest and will be introduced one by one into theglobal critical region๐ until a given condition (stopping rule)has been verified; then ๐ = โช๐ ๐, with ๐ ๐ the critical regionformed by the points in the stratum ๐ which belong to ๐ . Let๐ผ๐ be the largest of the ๐ values of the points in ๐ ๐. The realglobal alpha error ๐ผMC of the test constructed thus will begiven by expression (1).
When the stopping rule is โstop introducing points into๐
when the maximum of the ๐ผ๐ is as close as possible to ๐ผ (butless than or equal to ๐ผ),โ with ๐ผ given by
๐ผ = 1 โ๐ฝโ1 โ ๐ผ, (3)
4 Computational and Mathematical Methods in Medicine
Table 4: Sample sizes by stratum (๐๐ = ๐๐) and global (๐) obtained by various methods for the data of Jungโs example [10] under Model 2.Each asymptotic method is placed immediately below the exact method from which it proceeds.
Model Test Procedure Stratum๐
1 2 3
ConditionalExact Jung 10, 10 10, 10 11, 11 62
Asymptotic ๐MH without cc 8, 8 8, 8 9, 9 50๐MH with cc 11, 11 11, 11 12, 12 68
Unconditional
Exact MC (Barnardโs order)12, 12 12, 12 13, 13 7410, 11 11, 12 12, 13 691, 2 11, 12 12, 13 51
Asymptotic MC (๐2 with cc)11, 11 12, 12 12, 12 7010, 11 11, 12 12, 13 691, 2 11, 12 12, 13 51
Note: ๐MH: ๐ of Mantel-Haenszel; MC = multiple comparisons method; ๐2 = ๐ of Model 2.
then method MC is obtained, and this method simultane-ously controls global error ๐ผ and the individual error ๐ผ. Now,the critical region ๐ ๐ = ๐ ๐MC of each stratum consists ofall the points whose ๐ value is smaller or equal to ๐ผ, ๐ผ๐ =
๐ผ๐MC โค ๐ผ, ๐ = ๐ MC = โช๐ ๐MC and the real global error will be๐ผMC = 1 โ โ(1 โ ๐ผ๐MC) โค 1 โ (1 โ ๐ผ)
๐ฝ= ๐ผ.
It is a simpler process to obtain the ๐ value ๐MC of someobserved data. Let ๐๐ be the ๐-value of the individual testin stratum ๐. The first individual alpha error for which ๐พ isconcluded will be ๐ผ = ๐0 = min๐๐๐, so that for expression (2)the ๐ value of the global text will be
๐MC = 1 โ (1 โ ๐0)๐ฝ. (4)
When the stopping rule is โstop introducing points into ๐
when 1โโ(1โ๐ผ๐) is the closest possible to๐ผ (but smaller thanor equal to ๐ผ),โ methodMCB is obtained (the method โbasedon the multiple comparisonsโ). Because now only the globalerror๐ผ is controlled, its goal is similar to that of Jungโsmethod[10]. The method MCB causes that ๐ ๐ = ๐ ๐MCB, ๐ผ๐ = ๐ผ๐MCB,๐ = ๐ MCB = โช๐ ๐MCB and the real global error is ๐ผMCB =
1โโ(1โ๐ผ๐MCB) โค ๐ผ. Note that ๐ MC โ ๐ MCB, since ๐ผMC โค ๐ผ,something to be expected given thatmethodMCcontrols twoerrors and the MCB method controls only one of these.
Let us see how we can obtain the ๐ value ๐MCB of someobserved data in which๐0 = ๐1 for example.The region๐ MCBwhich yields the first significance of the global test is obtainedwhen the observed point in stratum 1 is the last introducedinto ๐ MCB, that is, when ๐ผ1MCB = ๐0; in the other strata itshould be ๐ผ๐MCB โค ๐0, but as close as possible to ๐0. Thusthe ๐ value will be ๐MCB = 1 โ โ(1 โ ๐ผ๐MCB). It can now beseen that ๐ผ๐MCB = ๐ผ๐MC where ๐ผ๐MC are the values of the MCtest when this is carried out to the error ๐ผ = ๐0. Therefore๐MCB โค ๐MC and, for effects of calculating the ๐ value ๐MCB,the ๐ values ๐ผ๐MCB = ๐ผ๐MC and the regions ๐ ๐MC = ๐ ๐MCBwill be written just as ๐ผโ๐ and ๐
โ๐ , respectively. Thus, if ๐ผโ๐ is
the largest ๐ value in stratum ๐which is smaller than or equalto ๐0,
๐MCB = 1 โ โ(1 โ ๐ผโ๐ ) . (5)
Methods MC and MCB may be applied with exactmethods or with asymptotic methods and to any of the threemodels, as illustrated in the following sections.
2.4. MC and MCB Tests under Model 3. The p values of theFisher exact test in each stratum are ๐1 = 0.80073, ๐2 =
0.57143, and ๐3 = 0.14706. So, ๐0 = ๐3 = 0.14706 and๐MC = 0.3795 by expression (4). In order to apply methodMCB the critical regions๐ โ๐ (๐ = 1 and 2)must be determinedto the objective error ๐ผ = 0.14706 = ๐0 = ๐ผ
โ3 . For ๐ = 1,
9 โค ๐ฅ1 โค 11 with Pr{๐ฅ1 = 11 | ๐ป1} = 0.2862 > ๐0; thus๐ โ1 = ๐ and ๐ผ
โ1 = 0. This same occurs for ๐ = 2 (๐ผโ2 = 0). For
expression (5), ๐MCB = 0.1471 (smaller than ๐Jung). Generallyspeaking the critical region of Birch [9] and Jung [10] has theform ๐ = โ๐ ๐ฅ๐ โฅ ๐0 = โ๐ ๐ฅ๐0, while that of method MCBis in the form โช{๐ฅ๐ โฅ ๐ฅ
โ๐ }, with ๐ฅ
โ๐ โฅ ๐ฅ๐0. It can be proved
that this generally implies that the Birch method will yield ap value smaller than or equal to that of method MCB whenthe p values๐๐ are similar or when the observed values ๐ฅ๐0 arethe highest possible.
Let us now apply an asymptotic test. In general, whateverthe model is, the appropriate statistic is the chi-squaredstatistic [6]:
๐๐ =
๐ฅ๐๐ฆ๐ โ ๐ฆ๐๐ฅ๐ โ ๐๐
โ๐๐๐๐๐ง๐๐ง๐/ (๐๐ โ 1)
. (6)
The appropriate value for the continuity correction ๐๐
depends on the assumedmodel, and that value is what causesthe results of the three models to be different. When ๐๐ =
0 (โ๐) Pearsonโs classic chi-squared statistic is obtained. Inthe case here of Model 3, by making ๐๐ = ๐๐/2 the classicstatistic ๐3๐ (or the Yates chi-squared statistic) is obtained.Its maximum value is reached in stratum 3 (๐33 = 1.0308),which yields the p values ๐0 = 0.15132 and ๐MC = 0.3887. Inorder to apply method MCB, one must obtain in the othertwo strata the first value ๐
โ3๐ of ๐3๐ which is larger than or
equal to ๐33. As there is none, ๐ผโ1 = ๐ผ
โ2 = 0, ๐ผโ3 = 0.15132 and
๐MCB = 0.1513. Note that the asymptotic p values are similarto the exact ones, both with method MC and with method
Computational and Mathematical Methods in Medicine 5
MCB. Despite the small size of the samples, the asymptoticmethods functionwell (somethingwhich also occurswith therest of the methods, as will be seen).
2.5. MC and MCB Tests under Model 2. The data in theexample in reality proceeds from Model 2. In determiningthe p value ๐๐ of an observed table of Model 2 (๐ฅ๐0, ๐ฆ๐0 |
๐๐, ๐๐) the same steps are followed as in Model 3 (except thelast, which is special): (1) define an order statistic ๐๐(๐ฅ๐, ๐ฆ๐ |
๐๐, ๐๐), which does not need to be the same one in eachstratum; (2) determine the set of points ๐ ๐ = {(๐ฅ๐, ๐ฆ๐ |
๐๐, ๐๐) | ๐๐(๐ฅ๐, ๐ฆ๐ | ๐๐, ๐๐) โฅ ๐๐0(๐ฅ๐0, ๐ฆ๐0 | ๐๐, ๐๐)}; (3)calculate the probability of ๐ ๐ under ๐ป๐: ๐๐ = ๐๐ = ๐๐
given by ๐ผ๐(๐๐) = โ๐ ๐๐ถ๐๐ ,๐ฅ๐
๐ถ๐๐ ,๐ฆ๐๐
๐ง๐๐ (1 โ ๐๐)
๐ง๐ ; and (4)determine the p value as ๐๐ = max๐๐๐ผ๐(๐๐), where ๐๐ isthe nuisance parameter that is eliminated by maximization(the most complicated step). Note that ๐๐ is the marginalprobability of columns under ๐ป๐. In the case of Model 3there is only one order statistic ๐๐ possible [17], because theconvexity of the region ๐ ๐ must be verified and the pointsordered โfrom the largest to the smallest value of ๐ฅ๐.โ In thecase of Model 2 there are many possible test statistics. Oneof these is the order ๐น๐ of Boschloo [18]: order the pointsfrom the smaller to larger value of its one-tailed p valueobtained using the Fisher exact test. It is already known [19]that the unconditional test based on the order ๐น๐ is uniformlymore powerful (UMP) than Fisherโs own exact test. Althoughno unconditional order is UMP compared to the rest, thegenerally most powerful order is [3] the complex statistic ๐ต๐of Barnard [20].
As far as we know, the only program that carriesout the above calculations for the statistic ๐ต๐ isSMP.EXE, which may be obtained free of charge athttp://www.ugr.es/local/bioest/software.htm. The programalso gives the solution for other simpler test statistics. Usingthis program, because the minimum p value is ๐3 = 0.05653
then ๐MC = 0.1602. In order to obtain ๐MCB one has toproceed as in the previous section, although now the processis now somewhat more difficult. In stratum 1, the table(๐ฅ1, ๐ฆ1) = (11, 10) is the one that gives a larger p value๐ผโ1 = 0.05462, but smaller than or equal to ๐ผ
โ3 = 0.05653. In
stratum 2 the results are (๐ฅ2, ๐ฆ2) = (4, 1) and ๐ผโ2 = 0.05069.
So, ๐MCB = 0.1533, a value which is similar to that of๐Birch (the results are alike if other order statistics of theprogram SMP.EXE are used). It can be seen that the use ofthe unconditional method allows the inherent conservatismin the definitions of methods MC and MCB to be reduced.
In order to carry out the asymptotic test we shall use theoptimal version of expression (6) for Model 2: ๐2๐ is the valueof expression (6) when ๐๐ = 1 (or 2) if ๐๐ = ๐๐ (or ๐๐ = ๐๐)[6]. Now the maximum value is ๐23 = 1.5805, whereby ๐3 =
0.05700 and๐MC = 0.1614 (a value, i.e., very near the 0.1602 ofthe exact method). Proceeding as above, the first values ๐โ2๐ of๐2๐ (๐ = 1 or 2) which are larger than or equal to ๐23 are ๐
โ21 =
1.5822 for (๐ฅ1, ๐ฆ1) = (10, 8) and ๐โ22 = 1.6056 for (๐ฅ2, ๐ฆ2) =
(2, 0). This makes ๐ผโ1 = 0.05680, ๐ผโ2 = 0.05418, and ๐MCB =
0.1588 (which is also a value, i.e., very close to the 0.1533 ofthe exact method).
2.6. MC and MCB Tests under Models 1 and 0. Let ussuppose now that the data contained in the example inTable 2 proceed from Model 1. The determining of the pvalue ๐๐ of an observed table (๐ฅ๐0, ๐ฆ๐0, ๐ฆ๐0 | ๐๐) is thesame as in Model 2, but now the calculations are morecomplicated because the nuisance parameters must be elimi-nated (the marginal probabilities of rows and columns under๐ป๐). Again there are many possible test statistics [1, 21],although none of them is UMP compared to the others.The generally more powerful statistic is again Barnardโs ๐ต๐
statistic [22] and, as far as we know, the only program toapply it is TMP.EXE which may be obtained free of chargeat http://www.ugr.es/local/bioest/software.htm.The programalso gives the solution using other simpler test statistics.Usingthis program, the minimum p value is ๐3 = 0.04472 and fromthis ๐MC = 0.1282 (substantially smaller than ๐Birch).
In order to carry out the asymptotic test we shall use theoptimal version of expression (6) for Model 1: ๐1๐ is the valueof expression (6) when ๐๐ = 0.5 โ๐ [6]. The statistic is givenby Pirie and Hamdan [23]. Now the maximum value is ๐13 =1.6149, with the result that ๐3 = 0.05317 and ๐MC = 0.1512.
Method MCB (which is very laborious to calculate) isomitted here, because the large number of points in thesample space will make ๐ผ
โ1 โ ๐ผ
โ2 โ ๐ผ
โ3 = ๐3 and so
๐MC โ ๐MCB. Note that stratum 1 under Model 2 consists of(๐1 + 1)(๐1 + 1) = (11 + 1) ร (13 + 1) = 168 points, butunder Model 1 it consists of (๐1 + 1)(๐1 + 2)(๐1 + 3)/6 =
25 ร 26 ร 27/6 = 2,925 points. For similar reasons, Model 0can be treated as if it wereModel 1 (by conditioning in the realobtained values๐๐).
3. Sample Size under Model 2
3.1. Example and Conditional Solutions Obtained by ClassicMethods. Jung [10] proposes a sample size calculation for itsstratified exact test. For the example described in Section 2.1,he accepts Model 2 and sets out a case study with ๐๐ = ๐/3
and๐๐ = ๐/6. The aim is to determine the value of๐ for thealternative hypotheses (๐1, ๐2, ๐3) = (1, 30, 30), a type I errorof ๐ผ = 0.1 and a power of 1 โ ๐ฝ = 0.8. Jung also assumesthat (๐1, ๐2, ๐3) = (0.9, 0.75, 0.6), so that under the alternativehypothesis ๐๐ = ๐๐๐๐/(๐๐ + ๐๐๐๐). His solution is ๐Jung = 62.From what can be deduced from other parts of his paper, thedetailed solution is ๐1 = ๐2 = 20, ๐3 = 22,๐1 = ๐2 = 10, and๐3 = 11. These values are included in Table 4 (as well as themost relevant ones obtained in all the following).This samplesize provides a real error of ๐ผJung = 0.0565 and a real powerof 1 โ ๐ฝJung = 0.8105.
Let us suppose that generally ๐๐ = ๐๐๐๐, with ๐๐
known values, and that the aim is to determine the values๐๐ which guarantee the desired power, which implies usingModel 2. The reasoning that follows is the same as that withwhich Casagrande et al. [24] and Fleiss et al. [25] obtainedthe classic formula for sample size in the comparison oftwo independent proportions. The solutions without cc that
6 Computational and Mathematical Methods in Medicine
follow are a special case of those of Jung et al. [11]. The test๐MHc in Section 2.2 is based on the statisticโ(๐ฅ๐ โ๐ธ๐)โ0.5 =
โ๐ท๐ โ 0.5, where ๐ท๐ = (๐๐๐ฅ๐ โ ๐ฆ๐)/(๐๐ + 1). Because ๐ท๐
is distributed asymptotically as a normal distribution withthe mean ๐ท๐ = ๐๐๐๐(๐๐ โ ๐๐)/(๐๐ + 1) and the variance๐2๐ = ๐๐๐๐(๐๐๐๐๐๐ + ๐๐๐๐)/(๐๐ + 1)
2, ๐ท = โ๐ท๐ will beasymptotically normal with the mean ๐ท = โ๐ท๐ and thevariance ๐
2= โ๐
2๐ . Under ๐ป, ๐๐ = ๐๐ = ๐๐ (โ๐), with
the result that the mean and variance of ๐ท will be ๐ท๐ป =
0 and of ๐2๐ป = โ๐๐๐๐๐๐๐๐/(๐๐ + 1), respectively, with
๐๐ = 1 โ ๐j. Because under ๐ป the nuisance parameter ๐๐ isestimated by ๐ง๐/๐๐, it is usual to substitute it by its averagevalue under ๐พ, that is, by ๐๐ = (๐๐ + ๐๐๐๐)/(๐๐ + 1); hence๐๐ = (๐๐ + ๐๐๐๐)/(๐๐ + 1). Consequently the statistic ๐ท
will reach significance in the critical value ๐ทโ which verifies๐ผ = Pr{๐ท โฅ ๐ท
โ| ๐ป} = Pr{๐ง โฅ (๐ท
โโ 0.5)/๐๐ป}, in which the
number 0.5 corresponds to the cc indicated above and ๐ง refersto a normal standard variable. Therefore ๐ทโ = ๐ง1โ๐ผ๐๐ป + 0.5,with ๐ง1โ๐ผ the 100 ร (1 โ ๐ผ)-percentile of the normal standarddistribution. Under ๐พ the parameters ๐ท = ๐ท๐พ and ๐
2=
๐2๐พ are obtained in the values ๐๐ and ๐๐ which specify ๐พ:
๐ท๐พ = โ๐๐๐๐(๐๐ โ ๐๐)/(๐๐ + 1) and ๐2๐พ = โ๐๐๐๐(๐๐๐๐๐๐ +
๐๐๐๐)/(๐๐ + 1)2. Given the above, the error beta will be
๐ฝMHc = Pr {๐ท โค ๐ทโ| ๐พ}
= Pr{๐ง โค
๐ง1โ๐ผ๐๐ป + 1 โ ๐ท๐พ
๐๐พ
} .
(7)
If the solution is restricted to the case of๐๐ = ๐ (โ๐), bymaking โ๐ง
1โ๐ฝequal to the fraction of expression (7) and by
working out๐, one obtains the equation๐๐ฟ โ๐0.5
[๐ง1โ๐ผ๐0 +
๐ง1โ๐ฝ
๐1] โ 0.5 = 0, where ๐ฟ = โ๐๐(๐๐ โ ๐๐)/(๐๐ + 1), ๐20 =
โ๐๐๐๐๐๐/(๐๐ + 1), and ๐21 = โ๐๐(๐๐๐๐๐๐ + ๐๐๐๐)/(๐๐ + 1)
2;therefore
๐ =
๐0
4
[1 + โ1 +
2
๐0๐ฟ]
2
where ๐0 = [
๐ง1โ๐ผ๐0 + ๐ง1โ๐ฝ
๐1
๐ฟ
]
2
.
(8)
The solutions๐0 and๐ are those of the tests ๐MH and ๐MHc,respectively. Frequently ๐๐ = 1 (โ๐); in this case expression(8) explicitly takes the following form:
๐ =
๐0
4
[
[
1 + โ1 +
4
๐0โ(๐๐ โ ๐๐)
]
]
2
with ๐0 =[[
[
๐ง1โ๐ผโโ(๐๐ + ๐๐) (๐๐ + ๐๐) /2 + ๐ง1โ๐ฝ
โโ(๐๐๐๐ + ๐๐๐๐)
โ (๐๐ โ ๐๐)
]]
]
2
.
(9)
For the example at the beginning of this section (in which๐๐ = 1), if at first we restrict the solution to๐1 = ๐2 = ๐3 =
๐, expression (9) indicates that ๐0 = 8.27 and ๐ = 11.3.Assuming that in this example the values of ๐๐ are allowedto differ at most by 1, then the solution that is sought mustbe 8 โค ๐๐ โค 9 (โ๐) without cc or 11 โค ๐๐ โค 12 (โ๐) withcc. In the second phase, expression (7) indicates that in๐1 =
๐2 = 11 and ๐3 = 12 is the first time that ๐ฝMHc (=0.183) โค0.2, so that this is the solution with cc that was being sought(๐ = 68). The solution without cc is obtained in the sameway (๐1 = ๐2 = 8, ๐3 = 9, and ๐ = 50), but it is tooliberal.
3.2. Solution Using the Exact Method MC. For fixed values ofthe global error ๐ผ and the sample sizes (๐๐, ๐๐), the methodMC described in Section 2.3 allows one to obtain the criticalregion ๐ ๐MC and the real type 1 error ๐ผMC โค ๐ผ. Moreover, let๐ฝ๐MC be the error beta for each individual test, with 1 โ ๐ฝ๐MCequal to the probability of the region ๐ฝ๐MC under๐พ๐. Because
of the way methodMCwas defined, the real global error betawill be
๐ฝMC = โ
๐
๐ฝ๐MC
=
๐ฝ
โ
๐=1
[
[
1 โ โ
๐ ๐MC
(
๐๐
๐ฅ๐
)(
๐๐
๐ฆ๐
)๐
๐ฅ๐๐ ๐๐ฅ๐๐ ๐๐ฆ๐๐ ๐๐ฆ๐
๐]
]
.
(10)
If ๐ฝMC โค ๐ฝ, these values {(๐๐, ๐๐)} guarantee the desiredpower. If ๐ฝMC > ๐ฝ, it is necessary to increase some valuesof๐๐ and/or ๐๐ and to repeat the previous procedure.
Let us initially assume that ๐๐ = ๐๐. The process fordetermining the sample sizes๐๐may be shortened if it beginswith a value ๐๐ = ๐ (โ๐) like that of expression (8). Withthe method MC, one obtains that ๐ = 12 is not a solutionbecause ๐ฝMC = 0.2262 > 0.2, but ๐ = 13 is a solutionbecause ๐ฝMC = 0.1723 โค 0.2.The solution can now be refinedallowing values ๐๐ to differ by a maximum of one. The final
Computational and Mathematical Methods in Medicine 7
solution is ๐1 = ๐2 = 12, ๐3 = 13 (๐ = 74), ๐ผMC = 0.0881,and ๐ฝMC = 0.1880.
Unconditioned tests are more powerful when the samplesizes are slightly different [3], since the number of ties thatproduces any statistic ๐๐ that is used is reduced. By planning๐๐ = ๐๐ + 1 and making the values of ๐๐ consecutive, thesolution ๐1 = 10, ๐2 = 11, and ๐3 = 12 (๐ = 69) isobtained, with ๐ผMC = 0.0924 and ๐ฝMC = 0.1821 (the solutionbased on ๐๐ = ๐๐ โ 1 is worse). Actually, stratum 1 is ofvirtually no interest since in it ๐ป1 = ๐พ1. Despite everything,if it is introduced, the configuration ๐๐ = ๐๐+1,๐1 = 1,๐2 =11 and ๐3 = 12 (๐ = 51) is correct because ๐ผMC = 0.0602
and ๐ฝMC = 0.1833.
3.3. Solution Using the Asymptotic Method MC Based on theChi-Square Test with cc. In the following the procedure isthe same as in Section 2.1, assuming for the moment that๐๐ and ๐๐ can be any values. The numerator of ๐2๐ may bewritten as
๐๐ โ ๐๐, where ๐๐ is the cc of Model 2 (๐๐ = 2 or1 depending on whether ๐๐ and ๐๐ are equal or different,resp.) and
๐๐ = ๐๐๐ฅ๐ โ ๐๐๐ฆ๐ (the base statistic for the test)is asymptotically normal with mean ๐๐ = ๐๐๐๐(๐๐ โ ๐๐) andvariance ๐ 2๐ = ๐๐๐๐(๐๐๐๐๐๐ + ๐๐๐๐๐๐).
Under ๐ป๐, ๐๐ = ๐๐ = ๐๐ and ๐๐ is asymptotically
normal with mean 0 and variance ๐ 2๐ป๐ = ๐๐๐๐๐๐๐๐๐๐, with
๐๐ = 1 โ ๐๐. Because under ๐ป๐ the nuisance parameter ๐๐ isestimated by ๐ง๐/๐๐, it is usual to substitute it by its averagevalue under ๐พ๐, that is, by ๐๐ = (๐๐๐๐ + ๐๐๐๐)/๐๐; hence๐๐ = (๐๐๐๐ + ๐๐๐๐)/๐๐. If each individual test is realized tothe error ๐ผ of expression (3), the critical value ๐
โ๐ for
๐๐ willverify ๐ผ = Pr{ ๐๐ โฅ ๐
โ๐ | ๐ป๐} = Pr{๐ง โฅ (๐
โ๐ โ ๐๐)/๐ ๐ป๐}, in which
the value ๐๐ corresponds to the cc indicated above; therefore๐โ๐ = ๐ง1โ๐ผ๐ ๐ป๐ + ๐๐.Under ๐พ๐,
๐๐ is asymptotically normal with mean ๐๐พ๐ =
๐๐๐๐(๐๐โ๐๐) and variance ๐ 2๐พ๐ = ๐๐๐๐(๐๐๐๐๐๐+๐๐๐๐๐๐).Thus
๐ฝ๐ = Pr{ ๐๐ โค ๐โ๐ | ๐พ๐} = Pr{๐ง โค (๐ง1โ๐ผ๐ ๐ป๐ + ๐๐ โ ๐๐พ๐)/๐ ๐พ๐} and
applying the first equality in expression (10)
๐ฝMC = โ
๐
๐ฝ๐MC = โ
๐
Pr{๐ง โค
๐ง1โ๐ผ๐ ๐ป๐ + ๐๐ โ ๐๐พ๐
๐ ๐พ๐
} , (11)
in particular, if๐๐ = ๐๐ = ๐ (โ๐), then ๐๐ = 2, and
๐ฝMC = โ
๐
Pr{{
{{
{
๐ง
โค
๐ง1โ๐ผ๐โ๐(๐๐ + ๐๐) (๐๐ + ๐๐) /2 + 2 โ ๐2(๐๐ โ ๐๐)
๐โ๐(๐๐๐๐ + ๐๐๐๐)
}}
}}
}
.
(12)
For the data in the example, ๐ผ = 1 โ 0.91/3
= 0.03451
and by making ๐๐ = ๐ (โ๐) the solution, the solution basedon expression (12) is ๐ = 12. This solution can be refined byallowing the values of ๐๐ to differ by a maximum of one, in
which case the new solution, now based on expression (11), is๐1 = 11, ๐2 = ๐3 = 12 (๐ = 70) with ๐ฝMC = 0.1901. If a ccis not carried out the solution is too liberal: ๐1 = ๐2 = 10,๐1 = 11 (๐ = 62) with ๐ฝMC = 0.1984. By planning ๐๐ =
๐๐ + 1 and making the values of๐๐ consecutive, the solution๐1 = 10, ๐2 = 11, and ๐3 = 12 is obtained (as in the exactmethod), with ๐ผMC= ๐ฝMC = 0.1759. This is the same result asfor the configuration at the end of the previous section.
Conflict of Interests
The authors declare that there is no conflict of interestsregarding the publication of this paper.
Acknowledgment
This research was supported by the Ministerio de Economฤฑay Competitividad, Spanish, Grant no. MTM2012-35591.
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