+ All Categories
Home > Documents > Research Article Conditional and Unconditional Tests (and Sample ...

Research Article Conditional and Unconditional Tests (and Sample ...

Date post: 03-Jan-2017
Category:
Upload: buikhanh
View: 219 times
Download: 0 times
Share this document with a friend
9
Research Article Conditional and Unconditional Tests (and Sample Size) Based on Multiple Comparisons for Stratified 2 ร— 2 Tables A. Martรญn Andrรฉs, 1 I. Herranz Tejedor, 2 and M. รlvarez Hernรกndez 3 1 Bioestadยด ฤฑstica, Facultad de Medicina, University of Granada, 18071 Granada, Spain 2 Bioestadยด ฤฑstica, Facultad de Medicina, University Complutense of Madrid, 28040 Madrid, Spain 3 Departamento de Estadยด ฤฑstica e Investigaciยด on Operativa, University of Vigo, 36310 Vigo, Spain Correspondence should be addressed to A. Martยด ฤฑn Andrยด es; [email protected] Received 3 March 2015; Accepted 16 April 2015 Academic Editor: Jerzy Tiuryn Copyright ยฉ 2015 A. Martยด ฤฑn Andrยด es et al. is is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. e Mantel-Haenszel test is the most frequent asymptotic test used for analyzing strati๏ฌed 2 ร— 2 tables. Its exact alternative is the test of Birch, which has recently been reconsidered by Jung. Both tests have a conditional origin: Pearsonโ€™s chi-squared test and Fisherโ€™s exact test, respectively. But both tests have the same drawback that the result of global test (the strati๏ฌed test) may not be compatible with the result of individual tests (the test for each stratum). In this paper, we propose to carry out the global test using a multiple comparisons method (MC method) which does not have this disadvantage. By re๏ฌning the method (MCB method) an alternative to the Mantel-Haenszel and Birch tests may be obtained. e new MC and MCB methods have the advantage that they may be applied from an unconditional view, a methodology which until now has not been applied to this problem. We also propose some sample size calculation methods. 1. Introduction In statistics it is very usual to have to verify whether association exists between two dichotomic qualities. is is especially frequent in medicine, for example, where the aim is to assess whether the presence or absence of a risk factor conditions the presence or absence of a disease or compare two treatments whose answers are success or failure, and so forth. In all the cases the problem produces data whose frequencies are presented in a 2ร—2 table: the two levels of one of the qualities are set out in the rows, the two levels of the other quality in the columns, and the observed frequencies are set out inside the table. e exact and the asymptotic analyses of a 2ร—2 table have their roots in the origins of statistics, and hundred of papers have been devoted to the problem [1]. It is traditional to carry out the exact independence test using the Fisher exact test, which is a conditional test (because it assumes that the marginals of the rows and columns are previously ๏ฌxed). More than thirty years has passed since the situation changed, and it is well known that the unconditional exact test tends to be less conservative and more powerful than the conditional test [2โ€“4], because the loss of information as a result of conditioning may be as high as 26% [5]. e unconditional tests assume that it is only the values that were really previously ๏ฌxed: the marginal of the rows, the marginal of the columns or the total data in the table. is causes two types of unconditional test: that of the double binominal model (the ๏ฌrst two cases) and that of the multinomial model (the third case). e same can be said of the asymptotic tests, generally based on Pearsonโ€™s chi-squared statistic with di๏ฌ€erent corrections for continuity (cc). However, the unconditional exact tests have the great disadvantage of being very laborious to compute. An overall view of the problem can be seen in Martยด ฤฑn Andrยด es [1, 6]. Frequently the individuals who take part in the study are strati๏ฌed in groups based on a covariate such as sex or age, which gives rise to several 2ร—2 tables. In this case the aim is to contrast the independence of both the original dichotomic qualities, bearing in mind the heterogeneity of the populations de๏ฌned by the strata. To this end, the most frequent approach is to suggest a test under the null Hindawi Publishing Corporation Computational and Mathematical Methods in Medicine Volume 2015, Article ID 147038, 8 pages http://dx.doi.org/10.1155/2015/147038
Transcript
Page 1: Research Article Conditional and Unconditional Tests (and Sample ...

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. รlvarez 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: Pearsonโ€™s chi-squared test andFisherโ€™s 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 2ร—2 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 [2โ€“4], 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 Pearsonโ€™schi-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

Page 2: Research Article Conditional and Unconditional Tests (and Sample ...

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 2ร—2 table is obtained(Fisherโ€™s exact test or Pearsonโ€™s 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 ๐‘š๐‘— and ๐‘›๐‘— individuals, respectively. Let ๐ฝ bethe number of strata, ๐‘๐‘— = ๐‘š๐‘— + ๐‘›๐‘— (๐‘— = 1, . . . , ๐ฝ) the totalof individuals in the stratum ๐‘—, ๐‘ = โˆ‘๐‘—๐‘๐‘— the total samplesize, {๐‘ฅ๐‘—, ๐‘ฅ๐‘— = ๐‘š๐‘— โˆ’ ๐‘ฅ๐‘—} and {๐‘ฆ๐‘—, ๐‘ฆ๐‘— = ๐‘›๐‘— โˆ’ ๐‘ฆ๐‘—} the numberof successes and the number of failures with the treatments1 and 2, respectively, and ๐‘ง๐‘— = ๐‘ฅ๐‘— + ๐‘ฆ๐‘— and ๐‘ง๐‘— = ๐‘ฅ๐‘— + ๐‘ฆ๐‘—

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 โ€œ0,โ€ that is,๐‘ฅ๐‘—0, ๐‘ฆ๐‘—0, ๐‘š๐‘—0, ๐‘๐‘—0, . . ..

Let ๐‘๐‘— and ๐‘ž๐‘— (๐‘๐‘— = 1 โˆ’ ๐‘๐‘— and ๐‘ž๐‘— = 1 โˆ’ ๐‘ž๐‘—) 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 ๐‘ฅ๐‘— ๐‘ฅ๐‘— ๐‘š๐‘—

2 ๐‘ฆ๐‘— ๐‘ฆ๐‘— ๐‘›๐‘—

Total ๐‘ง๐‘— ๐‘ง๐‘— ๐‘๐‘—

๐œƒ๐‘— = ๐‘๐‘—๐‘ž๐‘—/๐‘๐‘—๐‘ž๐‘—, and the aim is to contrast the null hypothesis๐ป: ๐œƒ1 = โ‹… โ‹… โ‹… = ๐œƒ๐ฝ = 1 against an alternative hypothesis withone tail (๐พ: ๐œƒ๐‘— > 1 for some ๐‘—) or with two tails (K: ๐œƒ๐‘— = 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(๐‘ฅ๐‘—, ๐‘ฆ๐‘—) of each stratum j proceed from a double binomialdistribution of sizes ๐‘š๐‘— and ๐‘›๐‘— and probabilities ๐‘๐‘— and ๐‘ž๐‘— ingroups 1 and 2, respectively. Because in each stratum ๐‘— thereare two previously fixed values (๐‘š๐‘— and ๐‘›๐‘—) 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 ๐‘ง๐‘— = ๐‘ฅ๐‘— + ๐‘ฆ๐‘—,then one has Model 3; now the three values ๐‘š๐‘—, ๐‘ง๐‘—, and ๐‘๐‘—

are previously fixed in each stratum ๐‘— and the only variable๐‘ฅ๐‘— arises from a hypergeometric distribution. If only thevalues of ๐‘๐‘— are fixed in each stratum ๐‘—, one will get Model1: (๐‘ฅ๐‘—, ๐‘ฆ๐‘—, ๐‘ฅ๐‘—) proceeding from a multinomial distribution.Finally, if only the global sample size ๐‘ is fixed (so that noweven the values for๐‘๐‘— 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 (๐‘š๐‘—+1)ร—(๐‘›๐‘—+1) possiblevalues of (๐‘ฅ๐‘—, ๐‘ฆ๐‘—). 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 ๐ฝ = 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 ๐‘ƒBirch = 0.1563 by global conditionalstratified exact test and ๐‘ƒ1 = 0.80073, ๐‘ƒ2 = 0.57143, and๐‘ƒ3 = 0.14706 by Fisherโ€™s individual conditional exact testin each stratum. If the global test is carried out to an error

Page 3: Research Article Conditional and Unconditional Tests (and Sample ...

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

๐›ผ = 0.1563 we conclude ๐พ, so that now ๐œƒ๐‘— > 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 Bonferroniโ€™s method, the smallerof the three ๐‘ values ๐‘ƒ3 = 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 ๐‘ƒBirch = 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 (๐‘ฅ๐‘— | ๐‘๐‘—, ๐‘š๐‘—, ๐‘ง๐‘—), ๐‘— = 1, 2, . . . , ๐ฝ, such as๐‘† = โˆ‘๐‘— ๐‘ฅ๐‘— โ‰ฅ ๐‘†0 = โˆ‘๐‘— ๐‘ฅ๐‘—0 = 27. Here ๐‘† is a test statisticdetermining the order inwhich the points of the sample space(๐‘ฅ1, ๐‘ฅ2, ๐‘ฅ3) enter the region ๐‘…, a region whose probabilityunder ๐ป yields the value of ๐‘ƒBirch. Note that as the samplespaces in each stratum are 9 โ‰ค ๐‘ฅ1 โ‰ค 11, 8 โ‰ค ๐‘ฅ2 โ‰ค 9,and 5 โ‰ค ๐‘ฅ3 โ‰ค 8, the possible values of (๐‘ฅ1, ๐‘ฅ2, ๐‘ฅ3) 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 (๐‘š๐‘—+1)ร—(๐‘›๐‘—+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 ๐‘ƒBirch have developedvarious programs (see references in [14]); an easy way to getit is through http://www.openepi.com/Menu/OE Menu.htm(option โ€œTwo by Two Tableโ€).

The asymptotic test of Mantel-Haenszel based on โˆ‘๐‘ฅ๐‘—

is asymptotically normal with mean โˆ‘๐ธ๐‘— = โˆ‘๐‘—๐‘š๐‘—๐‘ง๐‘—/๐‘๐‘—

and variance โˆ‘๐‘‰๐‘— = โˆ‘๐‘š๐‘—๐‘›๐‘—๐‘ง๐‘—๐‘ง๐‘—/๐‘2๐‘— (๐‘๐‘— โˆ’ 1). Therefore

the contrast statistic is ๐œ’MH = (โˆ‘๐‘ฅ๐‘— โˆ’ โˆ‘๐ธ๐‘—)/(โˆ‘๐‘‰๐‘—)0.5,

whose ๐‘ value ๐‘ƒMH = 0.0760 patently does not agree with๐‘ƒJung = 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 ๐œ’MHc = (โˆ‘๐‘ฅ๐‘— โˆ’ โˆ‘๐ธ๐‘— โˆ’

0.5)/(โˆ‘๐‘‰๐‘—)0.5 [8]. The new ๐‘ value ๐‘ƒMHc = 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 ๐ป๐‘—: ๐œƒ๐‘— = 1 versus ๐พ๐‘—: ๐œƒ๐‘— > 1 toerror ๐›ผ๐‘— are contrasted. Thereby ๐ป = โˆฉ๐ป๐‘— and ๐พ = โˆช๐พ๐‘—. 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

๐œ’MH of Mantel-Haenszel(without cc) 0.0760

๐œ’MH of Mantel-Haenszel(with cc) 0.1573

ExactMC

๐‘ value Fisher 0.3795Asymptotic ๐œ’3 of Yates 0.3887

ExactMCB

๐‘ value Fisher 0.1471Asymptotic ๐œ’3 of Yates 0.1513

2

ExactMC

p value Barnard 0.1602Asymptotic ๐œ’2 of Martฤฑn et al. 0.1614

ExactMCB

๐‘ value Barnard 0.1533Asymptotic ๐œ’2 of Martฤฑn et al. 0.1588

1 ExactMC

๐‘ value Barnard 0.1282Asymptotic ๐œ’1 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 ๐ป is rejected when there exists atleast one ๐‘— in which the individual test rejected ๐ป๐‘—, then thealpha error ๐›ผ of the global test (๐ป versus ๐พ) will be [16]

๐›ผ = 1 โˆ’ โˆ(1 โˆ’ ๐›ผ๐‘—) . (1)

In particular, if ๐›ผ๐‘— = ๐›ผ (โˆ€๐‘—) method MC is obtained (theโ€œmethod of the multiple comparisonsโ€), and its global alphaerror will be

๐›ผ = 1 โˆ’ (1 โˆ’ ๐›ผ)๐ฝ. (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 ๐ฝ = 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 ๐‘†๐‘— 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‘… = โˆช๐‘…๐‘—, with ๐‘…๐‘— the critical regionformed by the points in the stratum ๐‘— which belong to ๐‘…. Let๐›ผ๐‘— be the largest of the ๐‘ values of the points in ๐‘…๐‘—. The realglobal alpha error ๐›ผMC of the test constructed thus will begiven by expression (1).

When the stopping rule is โ€œstop introducing points into๐‘…

when the maximum of the ๐›ผ๐‘— is as close as possible to ๐›ผ (butless than or equal to ๐›ผ),โ€ with ๐›ผ given by

๐›ผ = 1 โˆ’๐ฝโˆš1 โˆ’ ๐›ผ, (3)

Page 4: Research Article Conditional and Unconditional Tests (and Sample ...

4 Computational and Mathematical Methods in Medicine

Table 4: Sample sizes by stratum (๐‘š๐‘— = ๐‘›๐‘—) and global (๐‘) obtained by various methods for the data of Jungโ€™s 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 ๐œ’MH without cc 8, 8 8, 8 9, 9 50๐œ’MH with cc 11, 11 11, 11 12, 12 68

Unconditional

Exact MC (Barnardโ€™s order)12, 12 12, 12 13, 13 7410, 11 11, 12 12, 13 691, 2 11, 12 12, 13 51

Asymptotic MC (๐œ’2 with cc)11, 11 12, 12 12, 12 7010, 11 11, 12 12, 13 691, 2 11, 12 12, 13 51

Note: ๐œ’MH: ๐œ’ of Mantel-Haenszel; MC = multiple comparisons method; ๐œ’2 = ๐œ’ of Model 2.

then method MC is obtained, and this method simultane-ously controls global error ๐›ผ and the individual error ๐›ผ. Now,the critical region ๐‘…๐‘— = ๐‘…๐‘—MC of each stratum consists ofall the points whose ๐‘ value is smaller or equal to ๐›ผ, ๐›ผ๐‘— =

๐›ผ๐‘—MC โ‰ค ๐›ผ, ๐‘… = ๐‘…MC = โˆช๐‘…๐‘—MC and the real global error will be๐›ผMC = 1 โˆ’ โˆ(1 โˆ’ ๐›ผ๐‘—MC) โ‰ค 1 โˆ’ (1 โˆ’ ๐›ผ)

๐ฝ= ๐›ผ.

It is a simpler process to obtain the ๐‘ value ๐‘ƒMC of someobserved data. Let ๐‘ƒ๐‘— be the ๐‘-value of the individual testin stratum ๐‘—. The first individual alpha error for which ๐พ isconcluded will be ๐›ผ = ๐‘ƒ0 = min๐‘—๐‘ƒ๐‘—, so that for expression (2)the ๐‘ value of the global text will be

๐‘ƒMC = 1 โˆ’ (1 โˆ’ ๐‘ƒ0)๐ฝ. (4)

When the stopping rule is โ€œstop introducing points into ๐‘…

when 1โˆ’โˆ(1โˆ’๐›ผ๐‘—) is the closest possible to๐›ผ (but smaller thanor equal to ๐›ผ),โ€ methodMCB is obtained (the method โ€œbasedon the multiple comparisonsโ€). Because now only the globalerror๐›ผ is controlled, its goal is similar to that of Jungโ€™smethod[10]. The method MCB causes that ๐‘…๐‘— = ๐‘…๐‘—MCB, ๐›ผ๐‘— = ๐›ผ๐‘—MCB,๐‘… = ๐‘…MCB = โˆช๐‘…๐‘—MCB and the real global error is ๐›ผMCB =

1โˆ’โˆ(1โˆ’๐›ผ๐‘—MCB) โ‰ค ๐›ผ. Note that ๐‘…MC โŠ† ๐‘…MCB, since ๐›ผMC โ‰ค ๐›ผ,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 ๐‘ƒMCB of someobserved data in which๐‘ƒ0 = ๐‘ƒ1 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 ๐›ผ1MCB = ๐‘ƒ0; in the other strata itshould be ๐›ผ๐‘—MCB โ‰ค ๐‘ƒ0, but as close as possible to ๐‘ƒ0. Thusthe ๐‘ value will be ๐‘ƒMCB = 1 โˆ’ โˆ(1 โˆ’ ๐›ผ๐‘—MCB). It can now beseen that ๐›ผ๐‘—MCB = ๐›ผ๐‘—MC where ๐›ผ๐‘—MC are the values of the MCtest when this is carried out to the error ๐›ผ = ๐‘ƒ0. Therefore๐‘ƒMCB โ‰ค ๐‘ƒMC and, for effects of calculating the ๐‘ value ๐‘ƒMCB,the ๐‘ values ๐›ผ๐‘—MCB = ๐›ผ๐‘—MC and the regions ๐‘…๐‘—MC = ๐‘…๐‘—MCBwill be written just as ๐›ผโˆ—๐‘— and ๐‘…

โˆ—๐‘— , respectively. Thus, if ๐›ผโˆ—๐‘— is

the largest ๐‘ value in stratum ๐‘—which is smaller than or equalto ๐‘ƒ0,

๐‘ƒMCB = 1 โˆ’ โˆ(1 โˆ’ ๐›ผโˆ—๐‘— ) . (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 ๐‘ƒ1 = 0.80073, ๐‘ƒ2 =

0.57143, and ๐‘ƒ3 = 0.14706. So, ๐‘ƒ0 = ๐‘ƒ3 = 0.14706 and๐‘ƒMC = 0.3795 by expression (4). In order to apply methodMCB the critical regions๐‘…โˆ—๐‘— (๐‘— = 1 and 2)must be determinedto the objective error ๐›ผ = 0.14706 = ๐‘ƒ0 = ๐›ผ

โˆ—3 . For ๐‘— = 1,

9 โ‰ค ๐‘ฅ1 โ‰ค 11 with Pr{๐‘ฅ1 = 11 | ๐ป1} = 0.2862 > ๐‘ƒ0; thus๐‘…โˆ—1 = ๐œ™ and ๐›ผ

โˆ—1 = 0. This same occurs for ๐‘— = 2 (๐›ผโˆ—2 = 0). For

expression (5), ๐‘ƒMCB = 0.1471 (smaller than ๐‘ƒJung). Generallyspeaking the critical region of Birch [9] and Jung [10] has theform ๐‘† = โˆ‘๐‘— ๐‘ฅ๐‘— โ‰ฅ ๐‘†0 = โˆ‘๐‘— ๐‘ฅ๐‘—0, while that of method MCBis in the form โˆช{๐‘ฅ๐‘— โ‰ฅ ๐‘ฅ

โˆ—๐‘— }, with ๐‘ฅ

โˆ—๐‘— โ‰ฅ ๐‘ฅ๐‘—0. 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 values๐‘ƒ๐‘– are similar or when the observed values ๐‘ฅ๐‘—0 arethe highest possible.

Let us now apply an asymptotic test. In general, whateverthe model is, the appropriate statistic is the chi-squaredstatistic [6]:

๐œ’๐‘— =

๐‘ฅ๐‘—๐‘ฆ๐‘— โˆ’ ๐‘ฆ๐‘—๐‘ฅ๐‘— โˆ’ ๐‘๐‘—

โˆš๐‘š๐‘—๐‘›๐‘—๐‘ง๐‘—๐‘ง๐‘—/ (๐‘๐‘— โˆ’ 1)

. (6)

The appropriate value for the continuity correction ๐‘๐‘—

depends on the assumedmodel, and that value is what causesthe results of the three models to be different. When ๐‘๐‘— =

0 (โˆ€๐‘—) Pearsonโ€™s classic chi-squared statistic is obtained. Inthe case here of Model 3, by making ๐‘๐‘— = ๐‘๐‘—/2 the classicstatistic ๐œ’3๐‘— (or the Yates chi-squared statistic) is obtained.Its maximum value is reached in stratum 3 (๐œ’33 = 1.0308),which yields the p values ๐‘ƒ0 = 0.15132 and ๐‘ƒMC = 0.3887. Inorder to apply method MCB, one must obtain in the othertwo strata the first value ๐œ’

โˆ—3๐‘— of ๐œ’3๐‘— which is larger than or

equal to ๐œ’33. As there is none, ๐›ผโˆ—1 = ๐›ผ

โˆ—2 = 0, ๐›ผโˆ—3 = 0.15132 and

๐‘ƒMCB = 0.1513. Note that the asymptotic p values are similarto the exact ones, both with method MC and with method

Page 5: Research Article Conditional and Unconditional Tests (and Sample ...

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 ๐‘ƒ๐‘— of an observed table of Model 2 (๐‘ฅ๐‘—0, ๐‘ฆ๐‘—0 |

๐‘š๐‘—, ๐‘›๐‘—) the same steps are followed as in Model 3 (except thelast, which is special): (1) define an order statistic ๐‘†๐‘—(๐‘ฅ๐‘—, ๐‘ฆ๐‘— |

๐‘š๐‘—, ๐‘›๐‘—), which does not need to be the same one in eachstratum; (2) determine the set of points ๐‘…๐‘— = {(๐‘ฅ๐‘—, ๐‘ฆ๐‘— |

๐‘š๐‘—, ๐‘›๐‘—) | ๐‘†๐‘—(๐‘ฅ๐‘—, ๐‘ฆ๐‘— | ๐‘š๐‘—, ๐‘›๐‘—) โ‰ฅ ๐‘†๐‘—0(๐‘ฅ๐‘—0, ๐‘ฆ๐‘—0 | ๐‘š๐‘—, ๐‘›๐‘—)}; (3)calculate the probability of ๐‘…๐‘— under ๐ป๐‘—: ๐‘๐‘— = ๐‘ž๐‘— = ๐œ‹๐‘—

given by ๐›ผ๐‘—(๐œ‹๐‘—) = โˆ‘๐‘…๐‘—๐ถ๐‘š๐‘— ,๐‘ฅ๐‘—

๐ถ๐‘›๐‘— ,๐‘ฆ๐‘—๐œ‹

๐‘ง๐‘—๐‘— (1 โˆ’ ๐œ‹๐‘—)

๐‘ง๐‘— ; and (4)determine the p value as ๐‘ƒ๐‘— = max๐œ‹๐‘—๐›ผ๐‘—(๐œ‹๐‘—), where ๐œ‹๐‘— isthe nuisance parameter that is eliminated by maximization(the most complicated step). Note that ๐œ‹๐‘— is the marginalprobability of columns under ๐ป๐‘—. In the case of Model 3there is only one order statistic ๐‘†๐‘— possible [17], because theconvexity of the region ๐‘…๐‘— must be verified and the pointsordered โ€œfrom the largest to the smallest value of ๐‘ฅ๐‘—.โ€ In thecase of Model 2 there are many possible test statistics. Oneof these is the order ๐น๐‘— 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 ๐น๐‘— is uniformlymore powerful (UMP) than Fisherโ€™s own exact test. Althoughno unconditional order is UMP compared to the rest, thegenerally most powerful order is [3] the complex statistic ๐ต๐‘—of Barnard [20].

As far as we know, the only program that carriesout the above calculations for the statistic ๐ต๐‘— 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 ๐‘ƒ3 = 0.05653

then ๐‘ƒMC = 0.1602. In order to obtain ๐‘ƒMCB one has toproceed as in the previous section, although now the processis now somewhat more difficult. In stratum 1, the table(๐‘ฅ1, ๐‘ฆ1) = (11, 10) is the one that gives a larger p value๐›ผโˆ—1 = 0.05462, but smaller than or equal to ๐›ผ

โˆ—3 = 0.05653. In

stratum 2 the results are (๐‘ฅ2, ๐‘ฆ2) = (4, 1) and ๐›ผโˆ—2 = 0.05069.

So, ๐‘ƒMCB = 0.1533, a value which is similar to that of๐‘ƒBirch (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: ๐œ’2๐‘— is the valueof expression (6) when ๐‘๐‘— = 1 (or 2) if ๐‘š๐‘— = ๐‘›๐‘— (or ๐‘š๐‘— = ๐‘›๐‘—)[6]. Now the maximum value is ๐œ’23 = 1.5805, whereby ๐‘ƒ3 =

0.05700 and๐‘ƒMC = 0.1614 (a value, i.e., very near the 0.1602 ofthe exact method). Proceeding as above, the first values ๐œ’โˆ—2๐‘— of๐œ’2๐‘— (๐‘— = 1 or 2) which are larger than or equal to ๐œ’23 are ๐œ’

โˆ—21 =

1.5822 for (๐‘ฅ1, ๐‘ฆ1) = (10, 8) and ๐œ’โˆ—22 = 1.6056 for (๐‘ฅ2, ๐‘ฆ2) =

(2, 0). This makes ๐›ผโˆ—1 = 0.05680, ๐›ผโˆ—2 = 0.05418, and ๐‘ƒMCB =

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 ๐‘ƒ๐‘— of an observed table (๐‘ฅ๐‘—0, ๐‘ฆ๐‘—0, ๐‘ฆ๐‘—0 | ๐‘›๐‘—) 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 under๐ป๐‘—). 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 Barnardโ€™s ๐ต๐‘—

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 ๐‘ƒ3 = 0.04472 and fromthis ๐‘ƒMC = 0.1282 (substantially smaller than ๐‘ƒBirch).

In order to carry out the asymptotic test we shall use theoptimal version of expression (6) for Model 1: ๐œ’1๐‘— is the valueof expression (6) when ๐‘๐‘— = 0.5 โˆ€๐‘— [6]. The statistic is givenby Pirie and Hamdan [23]. Now the maximum value is ๐œ’13 =1.6149, with the result that ๐‘ƒ3 = 0.05317 and ๐‘ƒMC = 0.1512.

Method MCB (which is very laborious to calculate) isomitted here, because the large number of points in thesample space will make ๐›ผ

โˆ—1 โ‰ˆ ๐›ผ

โˆ—2 โ‰ˆ ๐›ผ

โˆ—3 = ๐‘ƒ3 and so

๐‘ƒMC โ‰ˆ ๐‘ƒMCB. Note that stratum 1 under Model 2 consists of(๐‘š1 + 1)(๐‘›1 + 1) = (11 + 1) ร— (13 + 1) = 168 points, butunder Model 1 it consists of (๐‘1 + 1)(๐‘1 + 2)(๐‘1 + 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 values๐‘๐‘—).

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 ๐‘๐‘— = ๐‘/3

and๐‘š๐‘— = ๐‘/6. The aim is to determine the value of๐‘ for thealternative hypotheses (๐œƒ1, ๐œƒ2, ๐œƒ3) = (1, 30, 30), a type I errorof ๐›ผ = 0.1 and a power of 1 โˆ’ ๐›ฝ = 0.8. Jung also assumesthat (๐‘ž1, ๐‘ž2, ๐‘ž3) = (0.9, 0.75, 0.6), so that under the alternativehypothesis ๐‘๐‘— = ๐œƒ๐‘—๐‘ž๐‘—/(๐‘ž๐‘— + ๐œƒ๐‘—๐‘ž๐‘—). His solution is ๐‘Jung = 62.From what can be deduced from other parts of his paper, thedetailed solution is ๐‘›1 = ๐‘›2 = 20, ๐‘›3 = 22,๐‘š1 = ๐‘š2 = 10, and๐‘š3 = 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 ๐›ผJung = 0.0565 and a real powerof 1 โˆ’ ๐›ฝJung = 0.8105.

Let us suppose that generally ๐‘›๐‘— = ๐‘˜๐‘—๐‘š๐‘—, with ๐‘˜๐‘—

known values, and that the aim is to determine the values๐‘š๐‘— 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

Page 6: Research Article Conditional and Unconditional Tests (and Sample ...

6 Computational and Mathematical Methods in Medicine

follow are a special case of those of Jung et al. [11]. The test๐œ’MHc in Section 2.2 is based on the statisticโˆ‘(๐‘ฅ๐‘— โˆ’๐ธ๐‘—)โˆ’0.5 =

โˆ‘๐ท๐‘— โˆ’ 0.5, where ๐ท๐‘— = (๐‘˜๐‘—๐‘ฅ๐‘— โˆ’ ๐‘ฆ๐‘—)/(๐‘˜๐‘— + 1). Because ๐ท๐‘—

is distributed asymptotically as a normal distribution withthe mean ๐ท๐‘— = ๐‘˜๐‘—๐‘š๐‘—(๐‘๐‘— โˆ’ ๐‘ž๐‘—)/(๐‘˜๐‘— + 1) and the variance๐‘†2๐‘— = ๐‘˜๐‘—๐‘š๐‘—(๐‘˜๐‘—๐‘๐‘—๐‘๐‘— + ๐‘ž๐‘—๐‘ž๐‘—)/(๐‘˜๐‘— + 1)

2, ๐ท = โˆ‘๐ท๐‘— will beasymptotically normal with the mean ๐ท = โˆ‘๐ท๐‘— and thevariance ๐‘†

2= โˆ‘๐‘†

2๐‘— . Under ๐ป, ๐‘๐‘— = ๐‘ž๐‘— = ๐œ‹๐‘— (โˆ€๐‘—), with

the result that the mean and variance of ๐ท will be ๐ท๐ป =

0 and of ๐‘†2๐ป = โˆ‘๐‘˜๐‘—๐‘š๐‘—๐œ‹๐‘—๐œ‹๐‘—/(๐‘˜๐‘— + 1), respectively, with

๐œ‹๐‘— = 1 โˆ’ ๐œ‹j. Because under ๐ป the nuisance parameter ๐œ‹๐‘— isestimated by ๐‘ง๐‘—/๐‘๐‘—, it is usual to substitute it by its averagevalue under ๐พ, that is, by ๐œ‹๐‘— = (๐‘๐‘— + ๐‘˜๐‘—๐‘ž๐‘—)/(๐‘˜๐‘— + 1); hence๐œ‹๐‘— = (๐‘๐‘— + ๐‘˜๐‘—๐‘ž๐‘—)/(๐‘˜๐‘— + 1). Consequently the statistic ๐ท

will reach significance in the critical value ๐ทโˆ— which verifies๐›ผ = Pr{๐ท โ‰ฅ ๐ท

โˆ—| ๐ป} = Pr{๐‘ง โ‰ฅ (๐ท

โˆ—โˆ’ 0.5)/๐‘†๐ป}, in which the

number 0.5 corresponds to the cc indicated above and ๐‘ง refersto a normal standard variable. Therefore ๐ทโˆ— = ๐‘ง1โˆ’๐›ผ๐‘†๐ป + 0.5,with ๐‘ง1โˆ’๐›ผ the 100 ร— (1 โˆ’ ๐›ผ)-percentile of the normal standarddistribution. Under ๐พ the parameters ๐ท = ๐ท๐พ and ๐‘†

2=

๐‘†2๐พ are obtained in the values ๐‘๐‘— and ๐‘ž๐‘— which specify ๐พ:

๐ท๐พ = โˆ‘๐‘˜๐‘—๐‘š๐‘—(๐‘๐‘— โˆ’ ๐‘ž๐‘—)/(๐‘˜๐‘— + 1) and ๐‘†2๐พ = โˆ‘๐‘˜๐‘—๐‘š๐‘—(๐‘˜๐‘—๐‘๐‘—๐‘๐‘— +

๐‘ž๐‘—๐‘ž๐‘—)/(๐‘˜๐‘— + 1)2. Given the above, the error beta will be

๐›ฝMHc = Pr {๐ท โ‰ค ๐ทโˆ—| ๐พ}

= Pr{๐‘ง โ‰ค

๐‘ง1โˆ’๐›ผ๐‘†๐ป + 1 โˆ’ ๐ท๐พ

๐‘†๐พ

} .

(7)

If the solution is restricted to the case of๐‘š๐‘— = ๐‘š (โˆ€๐‘—), bymaking โˆ’๐‘ง

1โˆ’๐›ฝequal to the fraction of expression (7) and by

working out๐‘š, one obtains the equation๐‘š๐›ฟ โˆ’๐‘š0.5

[๐‘ง1โˆ’๐›ผ๐œŽ0 +

๐‘ง1โˆ’๐›ฝ

๐œŽ1] โˆ’ 0.5 = 0, where ๐›ฟ = โˆ‘๐‘˜๐‘—(๐‘๐‘— โˆ’ ๐‘ž๐‘—)/(๐‘˜๐‘— + 1), ๐œŽ20 =

โˆ‘๐‘˜๐‘—๐œ‹๐‘—๐œ‹๐‘—/(๐‘˜๐‘— + 1), and ๐œŽ21 = โˆ‘๐‘˜๐‘—(๐‘˜๐‘—๐‘๐‘—๐‘๐‘— + ๐‘ž๐‘—๐‘ž๐‘—)/(๐‘˜๐‘— + 1)

2;therefore

๐‘š =

๐‘š0

4

[1 + โˆš1 +

2

๐‘š0๐›ฟ]

2

where ๐‘š0 = [

๐‘ง1โˆ’๐›ผ๐œŽ0 + ๐‘ง1โˆ’๐›ฝ

๐œŽ1

๐›ฟ

]

2

.

(8)

The solutions๐‘š0 and๐‘š are those of the tests ๐œ’MH and ๐œ’MHc,respectively. Frequently ๐‘˜๐‘— = 1 (โˆ€๐‘—); in this case expression(8) explicitly takes the following form:

๐‘š =

๐‘š0

4

[

[

1 + โˆš1 +

4

๐‘š0โˆ‘(๐‘๐‘— โˆ’ ๐‘ž๐‘—)

]

]

2

with ๐‘š0 =[[

[

๐‘ง1โˆ’๐›ผโˆšโˆ‘(๐‘๐‘— + ๐‘ž๐‘—) (๐‘๐‘— + ๐‘ž๐‘—) /2 + ๐‘ง1โˆ’๐›ฝ

โˆšโˆ‘(๐‘๐‘—๐‘๐‘— + ๐‘ž๐‘—๐‘ž๐‘—)

โˆ‘ (๐‘๐‘— โˆ’ ๐‘ž๐‘—)

]]

]

2

.

(9)

For the example at the beginning of this section (in which๐‘˜๐‘— = 1), if at first we restrict the solution to๐‘š1 = ๐‘š2 = ๐‘š3 =

๐‘š, expression (9) indicates that ๐‘š0 = 8.27 and ๐‘š = 11.3.Assuming that in this example the values of ๐‘š๐‘— are allowedto differ at most by 1, then the solution that is sought mustbe 8 โ‰ค ๐‘š๐‘— โ‰ค 9 (โˆ€๐‘—) without cc or 11 โ‰ค ๐‘š๐‘— โ‰ค 12 (โˆ€๐‘—) withcc. In the second phase, expression (7) indicates that in๐‘š1 =

๐‘š2 = 11 and ๐‘š3 = 12 is the first time that ๐›ฝMHc (=0.183) โ‰ค0.2, so that this is the solution with cc that was being sought(๐‘ = 68). The solution without cc is obtained in the sameway (๐‘š1 = ๐‘š2 = 8, ๐‘š3 = 9, and ๐‘ = 50), but it is tooliberal.

3.2. Solution Using the Exact Method MC. For fixed values ofthe global error ๐›ผ and the sample sizes (๐‘š๐‘—, ๐‘›๐‘—), the methodMC described in Section 2.3 allows one to obtain the criticalregion ๐‘…๐‘—MC and the real type 1 error ๐›ผMC โ‰ค ๐›ผ. Moreover, let๐›ฝ๐‘—MC be the error beta for each individual test, with 1 โˆ’ ๐›ฝ๐‘—MCequal to the probability of the region ๐›ฝ๐‘—MC under๐พ๐‘—. Because

of the way methodMCwas defined, the real global error betawill be

๐›ฝMC = โˆ

๐‘—

๐›ฝ๐‘—MC

=

๐ฝ

โˆ

๐‘—=1

[

[

1 โˆ’ โˆ‘

๐‘…๐‘—MC

(

๐‘š๐‘—

๐‘ฅ๐‘—

)(

๐‘›๐‘—

๐‘ฆ๐‘—

)๐‘

๐‘ฅ๐‘—๐‘— ๐‘๐‘ฅ๐‘—๐‘— ๐‘ž๐‘ฆ๐‘—๐‘— ๐‘ž๐‘ฆ๐‘—

๐‘—]

]

.

(10)

If ๐›ฝMC โ‰ค ๐›ฝ, these values {(๐‘š๐‘—, ๐‘›๐‘—)} guarantee the desiredpower. If ๐›ฝMC > ๐›ฝ, it is necessary to increase some valuesof๐‘š๐‘— and/or ๐‘›๐‘— and to repeat the previous procedure.

Let us initially assume that ๐‘š๐‘— = ๐‘›๐‘—. The process fordetermining the sample sizes๐‘š๐‘—may be shortened if it beginswith a value ๐‘š๐‘— = ๐‘š (โˆ€๐‘—) like that of expression (8). Withthe method MC, one obtains that ๐‘š = 12 is not a solutionbecause ๐›ฝMC = 0.2262 > 0.2, but ๐‘š = 13 is a solutionbecause ๐›ฝMC = 0.1723 โ‰ค 0.2.The solution can now be refinedallowing values ๐‘š๐‘— to differ by a maximum of one. The final

Page 7: Research Article Conditional and Unconditional Tests (and Sample ...

Computational and Mathematical Methods in Medicine 7

solution is ๐‘š1 = ๐‘š2 = 12, ๐‘š3 = 13 (๐‘ = 74), ๐›ผMC = 0.0881,and ๐›ฝMC = 0.1880.

Unconditioned tests are more powerful when the samplesizes are slightly different [3], since the number of ties thatproduces any statistic ๐‘†๐‘— that is used is reduced. By planning๐‘›๐‘— = ๐‘š๐‘— + 1 and making the values of ๐‘š๐‘— consecutive, thesolution ๐‘š1 = 10, ๐‘š2 = 11, and ๐‘š3 = 12 (๐‘ = 69) isobtained, with ๐›ผMC = 0.0924 and ๐›ฝMC = 0.1821 (the solutionbased on ๐‘›๐‘— = ๐‘š๐‘— โˆ’ 1 is worse). Actually, stratum 1 is ofvirtually no interest since in it ๐ป1 = ๐พ1. Despite everything,if it is introduced, the configuration ๐‘›๐‘— = ๐‘š๐‘—+1,๐‘š1 = 1,๐‘š2 =11 and ๐‘š3 = 12 (๐‘ = 51) is correct because ๐›ผMC = 0.0602

and ๐›ฝMC = 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 that๐‘š๐‘— and ๐‘›๐‘— can be any values. The numerator of ๐œ’2๐‘— may bewritten as

๐‘‘๐‘— โˆ’ ๐‘๐‘—, where ๐‘๐‘— is the cc of Model 2 (๐‘๐‘— = 2 or1 depending on whether ๐‘š๐‘— and ๐‘›๐‘— are equal or different,resp.) and

๐‘‘๐‘— = ๐‘›๐‘—๐‘ฅ๐‘— โˆ’ ๐‘š๐‘—๐‘ฆ๐‘— (the base statistic for the test)is asymptotically normal with mean ๐‘‘๐‘— = ๐‘š๐‘—๐‘›๐‘—(๐‘๐‘— โˆ’ ๐‘ž๐‘—) andvariance ๐‘ 2๐‘— = ๐‘š๐‘—๐‘›๐‘—(๐‘›๐‘—๐‘๐‘—๐‘๐‘— + ๐‘š๐‘—๐‘ž๐‘—๐‘ž๐‘—).

Under ๐ป๐‘—, ๐‘๐‘— = ๐‘ž๐‘— = ๐œ‹๐‘— and ๐‘‘๐‘— is asymptotically

normal with mean 0 and variance ๐‘ 2๐ป๐‘— = ๐‘๐‘—๐‘š๐‘—๐‘›๐‘—๐œ‹๐‘—๐œ‹๐‘—, with

๐œ‹๐‘— = 1 โˆ’ ๐œ‹๐‘—. Because under ๐ป๐‘— the nuisance parameter ๐œ‹๐‘— isestimated by ๐‘ง๐‘—/๐‘๐‘—, it is usual to substitute it by its averagevalue under ๐พ๐‘—, that is, by ๐œ‹๐‘— = (๐‘š๐‘—๐‘๐‘— + ๐‘›๐‘—๐‘ž๐‘—)/๐‘๐‘—; hence๐œ‹๐‘— = (๐‘š๐‘—๐‘๐‘— + ๐‘›๐‘—๐‘ž๐‘—)/๐‘๐‘—. If each individual test is realized tothe error ๐›ผ of expression (3), the critical value ๐‘‘

โˆ—๐‘— for

๐‘‘๐‘— willverify ๐›ผ = Pr{ ๐‘‘๐‘— โ‰ฅ ๐‘‘

โˆ—๐‘— | ๐ป๐‘—} = Pr{๐‘ง โ‰ฅ (๐‘‘

โˆ—๐‘— โˆ’ ๐‘๐‘—)/๐‘ ๐ป๐‘—}, in which

the value ๐‘๐‘— corresponds to the cc indicated above; therefore๐‘‘โˆ—๐‘— = ๐‘ง1โˆ’๐›ผ๐‘ ๐ป๐‘— + ๐‘๐‘—.Under ๐พ๐‘—,

๐‘‘๐‘— is asymptotically normal with mean ๐‘‘๐พ๐‘— =

๐‘š๐‘—๐‘›๐‘—(๐‘๐‘—โˆ’๐‘ž๐‘—) and variance ๐‘ 2๐พ๐‘— = ๐‘š๐‘—๐‘›๐‘—(๐‘›๐‘—๐‘๐‘—๐‘๐‘—+๐‘š๐‘—๐‘ž๐‘—๐‘ž๐‘—).Thus

๐›ฝ๐‘— = Pr{ ๐‘‘๐‘— โ‰ค ๐‘‘โˆ—๐‘— | ๐พ๐‘—} = Pr{๐‘ง โ‰ค (๐‘ง1โˆ’๐›ผ๐‘ ๐ป๐‘— + ๐‘๐‘— โˆ’ ๐‘‘๐พ๐‘—)/๐‘ ๐พ๐‘—} and

applying the first equality in expression (10)

๐›ฝMC = โˆ

๐‘—

๐›ฝ๐‘—MC = โˆ

๐‘—

Pr{๐‘ง โ‰ค

๐‘ง1โˆ’๐›ผ๐‘ ๐ป๐‘— + ๐‘๐‘— โˆ’ ๐‘‘๐พ๐‘—

๐‘ ๐พ๐‘—

} , (11)

in particular, if๐‘š๐‘— = ๐‘›๐‘— = ๐‘š (โˆ€๐‘—), then ๐‘๐‘— = 2, and

๐›ฝMC = โˆ

๐‘—

Pr{{

{{

{

๐‘ง

โ‰ค

๐‘ง1โˆ’๐›ผ๐‘šโˆš๐‘š(๐‘๐‘— + ๐‘ž๐‘—) (๐‘๐‘— + ๐‘ž๐‘—) /2 + 2 โˆ’ ๐‘š2(๐‘๐‘— โˆ’ ๐‘ž๐‘—)

๐‘šโˆš๐‘š(๐‘๐‘—๐‘๐‘— + ๐‘ž๐‘—๐‘ž๐‘—)

}}

}}

}

.

(12)

For the data in the example, ๐›ผ = 1 โˆ’ 0.91/3

= 0.03451

and by making ๐‘š๐‘— = ๐‘š (โˆ€๐‘—) the solution, the solution basedon expression (12) is ๐‘š = 12. This solution can be refined byallowing the values of ๐‘š๐‘— to differ by a maximum of one, in

which case the new solution, now based on expression (11), is๐‘š1 = 11, ๐‘š2 = ๐‘š3 = 12 (๐‘ = 70) with ๐›ฝMC = 0.1901. If a ccis not carried out the solution is too liberal: ๐‘š1 = ๐‘š2 = 10,๐‘š1 = 11 (๐‘ = 62) with ๐›ฝMC = 0.1984. By planning ๐‘›๐‘— =

๐‘š๐‘— + 1 and making the values of๐‘š๐‘— consecutive, the solution๐‘š1 = 10, ๐‘š2 = 11, and ๐‘š3 = 12 is obtained (as in the exactmethod), with ๐›ผMC= ๐›ฝMC = 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.

References

[1] A. Martฤฑn Andres, โ€œEntry Fisherโ€™s exact and Barnardโ€™s tests,โ€ inEncyclopedia of Statistical Sciences, S. Kotz, N. L. Johnson, andC. B. Read, Eds., vol. 2, pp. 250โ€“258, Wiley-Interscience, NewYork, NY, USA, 1998.

[2] L. L. McDonald, B. M. Davis, and G. A. Milliken, โ€œA non-randomized unconditional test for comparing two proportionsin a 2 ร— 2 contingency table,โ€ Technometrics, vol. 19, no. 2, pp.145โ€“157, 1977.

[3] A. M. Andres and A. S. Mato, โ€œChoosing the optimal uncon-ditioned test for comparing two independent proportions,โ€Computational Statistics & Data Analysis, vol. 17, no. 5, pp. 555โ€“574, 1994.

[4] A. Agresti, Categorical Data Analysis, Wiley-Interscience, 3rdedition, 2013.

[5] Y. Zhu and N. Reid, โ€œInformation, ancillarity, and sufficiency inthe presence of nuisance parameters,โ€ The Canadian Journal ofStatistics, vol. 22, no. 1, pp. 111โ€“123, 1994.

[6] A. Martฤฑn Andres, โ€œComments on โ€˜Chi-squared and Fisher-Irwin tests of two-by-two tables with small sample recommen-dationsโ€™,โ€ Statistics in Medicine, vol. 27, no. 10, pp. 1791โ€“1796,2008.

[7] W. G. Cochran, โ€œThe 22 correction for continuity,โ€ Iowa StateCollege Journal of Science, vol. 16, pp. 421โ€“436, 1942.

[8] N. Mantel and W. Haenszel, โ€œStatistical aspects of the analysisof data from retrospective studies of disease,โ€ Journal of theNational Cancer Institute, vol. 22, no. 4, pp. 719โ€“748, 1959.

[9] M. W. Birch, โ€œThe detection of partial association. I. The 2ร— 2 case,โ€ Journal of the Royal Statistical Society. Series B.Methodological, vol. 26, no. 2, pp. 313โ€“324, 1964.

[10] S.-H. Jung, โ€œStratified Fisherโ€™s exact test and its sample sizecalculation,โ€Biometrical Journal, vol. 56, no. 1, pp. 129โ€“140, 2014.

[11] S.-H. Jung, S.-C. Chow, and E. M. Chi, โ€œA note on samplesize calculation based on propensity analysis in nonrandomizedtrials,โ€ Journal of Biopharmaceutical Statistics, vol. 17, no. 1, pp.35โ€“41, 2007.

[12] S. H. Li, R. M. Simon, and J. J. Gart, โ€œSmall sample properties oftheMantel-Haenszel test,โ€ Biometrika, vol. 66, no. 1, pp. 181โ€“183,1979.

Page 8: Research Article Conditional and Unconditional Tests (and Sample ...

8 Computational and Mathematical Methods in Medicine

[13] A. Agresti, โ€œDealing with discreteness: making โ€˜exactโ€™ confi-dence intervals for proportions, differences of proportions, andodds ratios more exact,โ€ Statistical Methods inMedical Research,vol. 12, no. 1, pp. 3โ€“21, 2003.

[14] A. Agresti, โ€œA survey of exact inference for contingency tables,โ€Statistical Science, vol. 7, no. 1, pp. 131โ€“177, 1992.

[15] D. R. Cox, โ€œThe continuity correction,โ€ Biometrika, vol. 57, pp.217โ€“219, 1970.

[16] Z. Sidak, โ€œRectangular confidence region for the means ofmultivariate normal distributions,โ€ Journal of the AmericanStatistical Association, vol. 62, pp. 626โ€“633, 1967.

[17] L. J. Davis, โ€œExact tests for 2 ร— 2 contingency tables,โ€ TheAmerican Statistician, vol. 40, no. 2, pp. 139โ€“141, 1986.

[18] R. D. Boschloo, โ€œRaised conditional level of significance for the22 table when testing the equality of two probabilities,โ€ StatisticaNeerlandica, vol. 24, no. 1, pp. 1โ€“35, 1970.

[19] E. S. Pearson, โ€œThe choice of statistical tests illustrated on theinterpretation of data classed in a 22 table,โ€ Biometrika, vol. 34,pp. 139โ€“167, 1947.

[20] G. A. Barnard, โ€œSignificance tests for 22 tables,โ€ Biometrika, vol.34, pp. 123โ€“138, 1947.

[21] G. Shan and G.Wilding, โ€œUnconditional tests for association in2ร—2 contingency tables in the total sum fixed design,โ€ StatisticaNeerlandica, vol. 69, no. 1, pp. 67โ€“83, 2015.

[22] M. Andres and T. Garcฤฑa, โ€œOptimal unconditional test in 2ร—2multinomial trials,โ€ Computational Statistics and Data Analysis,vol. 31, no. 3, pp. 311โ€“321, 1999.

[23] W. R. Pirie and M. A. Hamdan, โ€œSome revised continuitycorrections for discrete distributions,โ€ Biometrics, vol. 28, no. 3,pp. 693โ€“701, 1972.

[24] J. T. Casagrande, M. C. Pike, and P. G. Smith, โ€œAn improvedapproximate formula for calculating sample sizes for comparingtwo binomial distributions,โ€ Biometrics, vol. 34, no. 3, pp. 483โ€“486, 1978.

[25] J. L. Fleiss, A. Tytun, and H. K. Ury, โ€œA simple approximationfor calculating sample sizes for comparing independent propor-tions,โ€ Biometrics, vol. 36, pp. 343โ€“346, 1980.

Page 9: Research Article Conditional and Unconditional Tests (and Sample ...

Submit your manuscripts athttp://www.hindawi.com

Stem CellsInternational

Hindawi Publishing Corporationhttp://www.hindawi.com Volume 2014

Hindawi Publishing Corporationhttp://www.hindawi.com Volume 2014

MEDIATORSINFLAMMATION

of

Hindawi Publishing Corporationhttp://www.hindawi.com Volume 2014

Behavioural Neurology

EndocrinologyInternational Journal of

Hindawi Publishing Corporationhttp://www.hindawi.com Volume 2014

Hindawi Publishing Corporationhttp://www.hindawi.com Volume 2014

Disease Markers

Hindawi Publishing Corporationhttp://www.hindawi.com Volume 2014

BioMed Research International

OncologyJournal of

Hindawi Publishing Corporationhttp://www.hindawi.com Volume 2014

Hindawi Publishing Corporationhttp://www.hindawi.com Volume 2014

Oxidative Medicine and Cellular Longevity

Hindawi Publishing Corporationhttp://www.hindawi.com Volume 2014

PPAR Research

The Scientific World JournalHindawi Publishing Corporation http://www.hindawi.com Volume 2014

Immunology ResearchHindawi Publishing Corporationhttp://www.hindawi.com Volume 2014

Journal of

ObesityJournal of

Hindawi Publishing Corporationhttp://www.hindawi.com Volume 2014

Hindawi Publishing Corporationhttp://www.hindawi.com Volume 2014

Computational and Mathematical Methods in Medicine

OphthalmologyJournal of

Hindawi Publishing Corporationhttp://www.hindawi.com Volume 2014

Diabetes ResearchJournal of

Hindawi Publishing Corporationhttp://www.hindawi.com Volume 2014

Hindawi Publishing Corporationhttp://www.hindawi.com Volume 2014

Research and TreatmentAIDS

Hindawi Publishing Corporationhttp://www.hindawi.com Volume 2014

Gastroenterology Research and Practice

Hindawi Publishing Corporationhttp://www.hindawi.com Volume 2014

Parkinsonโ€™s Disease

Evidence-Based Complementary and Alternative Medicine

Volume 2014Hindawi Publishing Corporationhttp://www.hindawi.com


Recommended