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Table 4.9. SGOT levels and diagnosis data for 255 patients transplanted for malignancy: a initial tabulation; b revised tabulation

aInitial tabulation

SGOT levels

 

Diagnosis group

 

 

 

 

 

Total

 

 

D1

D2

D3

D4

D5

 

Normal

70

(64.45)1

70 (72.91)

14

(15.62)

9 (9.11)

3

(3.91)

166

1–2 ! Normal

14 (18.25)

21 (20.64)

7

(4.42)

3 (2.58)

2

(1.11)

47

2–3 ! Normal

3

(5.44)

8 (6.15)

2

(1.32)

1 (0.77)

0

(0.32)

14

3–4 ! Normal

3

(3.88)

6 (4.39)

1

(0.94)

0 (0.55)

0

(0.24)

10

>4 ! Normal

9

(6.98)

7 (7.91)

0

(1.70)

1 (0.99)

1

(0.42)

18

 

 

 

 

 

 

 

 

 

 

 

Total

99

 

112

24

 

14

6

 

255

 

 

 

 

 

 

 

 

 

 

 

bRevised tabulation

SGOT levels

Diagnosis group

 

 

 

Total

 

D1

D2

D3

D4 and D5

 

 

 

 

 

 

 

 

 

Normal

70

(64.45)1

70 (72.91)

14 (15.62)

12

(13.02)

166

1–2 ! Normal

14 (18.25)

21 (20.64)

7 (4.42)

5

(3.69)

47

>2 ! Normal

15

(16.30)

21 (18.45)

3 (3.96)

3

(3.29)

42

 

 

 

 

 

 

 

 

Total

99

 

112

24

20

 

255

1 The values in parentheses are expected numbers if the row and column classifications are independent.

sented in table 4.9a was prepared. If SGOT levels and diagnosis group are independent, the expected values which are given in parentheses involve too many small values to carry out a reliable test of the null hypothesis of independence. However, combining the diagnosis groups D4 and D5, and also the SGOT categories 2–3 !, 3–4 ! and 14 ! Normal results in a 3 ! 4 table with larger expected numbers in many of the cells (see table 4.9b). Notice, too, that in general, the observed and expected numbers agree fairly closely in the cells which disappear through the combining of rows and columns. The observed value of the test statistic, T, was calculated for the revised table and its value was determined to be to = 4.52. Since the revised table has three rows (a = 3) and four columns (b = 4), the approximate 2 distribution of T has 2 ! 3 = 6 degrees of freedom. Therefore, the significance level of the data with respect

The 2 Test for Rectangular Contingency Tables

41

to the null hypothesis of independence is Pr( 26 6 4.52), which exceeds 0.25. The final conclusion of this analysis – which could be better carried out using methods that we will discuss in chapter 11 – is that, with respect to VOD, pretransplant SGOT levels and patient diagnosis are not related.

4.4. Using Statistical Tables of the 2 Probability Distribution

In §1.2 we introduced the idea that, if X is a continuous random variable, probabilities for X are represented by the area under the corresponding probability curve and above an interval of values for X. The 2 family of probability distributions is a set of continuous random variables with similar, but distinct, probability curves. Each member of the family is uniquely identified by the value of a positive parameter, k, which is known, historically, as the ‘degrees of freedom’ of the distribution. This indexing parameter, k, is usually attached to the 2 symbol as a subscript. For example, 24 identifies the 2 probability distribution which has four degrees of freedom. A sketch of the 24, 27 and 210 probability curves is given in figure 4.2a. Although the indexing parameter k is always called degrees of freedom, it can be shown that the mean of 2k is exactly k and the variance is 2k. Therefore, we could choose to identify24, for example, as the 2 probability distribution with mean four. However, convention dictates that it should be called the 2 distribution with four degrees of freedom.

Thus far, the only reason we have required the 2 probability distribution has been the calculation of significance levels for the approximate test in 2 ! 2 or larger contingency tables. In §4.2 we learned that if to is the observed value of the test statistic T, then the significance level of the corresponding null hypothesis is approximately Pr( 21 6 to). Similarly, in §4.3 we discovered that if to is the observed value of the test statistic computed for an a ! b contingency table, then the significance level of the corresponding null hypothesis is approximately Pr( 2k 6 to), where k = (a – 1) ! (b – 1). In principle, the values of these observed significance levels can probably be obtained from available statistical software. Nonetheless, for reasons of historical continuity, and to reinforce the concepts that underly all tests of significance, we believe that introducing how statistical tables of the 2 probability distribution are used is a worthwhile exercise. Thus, we require tables for each possible 2 probability distribution, i.e., each value of k, the degrees of freedom. These tables should specify the area under the 2k probability curve which corresponds to the interval 2k 6 to; such intervals are known as right-hand tail probabilities. And since we cannot predict values of to in advance, we seemingly require a table for every possible value of to. Since this would require a separate statistical

4

Approximate Significance Tests for Contingency Tables

42

0.20

 

 

 

 

2

 

 

 

 

 

4

 

 

 

 

 

2

 

 

 

 

 

7

 

 

 

 

 

2

 

 

 

 

 

10

0.15

 

 

 

 

 

0.10

 

 

 

 

 

0.05

 

 

 

 

 

0

 

 

 

 

 

0

5

10

15

20

25

a

 

 

X

 

 

0.20

 

 

 

 

 

 

0.5

 

 

 

 

0.15

 

 

 

 

 

0.10

 

0.25

 

 

 

 

 

 

 

 

0.05

 

0.1

 

 

 

 

 

 

 

 

 

 

0.05

 

 

 

 

 

0.025

 

 

0

 

 

0.01 0.005

 

 

 

 

 

 

 

0

5

10

15

20

25

b

 

 

X

 

 

Fig. 4.2. Chi-squared probability curves. a 24, 27 and 210. b The location of selected critical values for 24.

Using Statistical Tables of the 2 Probability Distribution

43

Table 4.10. Critical values of the 2 distribution; the table gives values of the number to such that Pr( 2k 6 to) = p

Degrees

Probability level, p

 

 

 

 

 

of freedom

 

 

 

 

 

 

 

0.25

0.10

0.05

0.025

0.01

0.005

0.001

(k)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1

1.323

2.706

3.841

5.024

6.635

7.879

10.83

2

2.773

4.605

5.991

7.378

9.210

10.60

13.82

3

4.108

6.251

7.815

9.348

11.34

12.84

16.27

4

5.385

7.779

9.488

11.14

13.28

14.86

18.47

5

6.626

9.236

11.07

12.83

15.09

16.75

20.52

6

7.841

10.64

12.59

14.45

16.81

18.55

22.46

7

9.037

12.02

14.07

16.01

18.48

20.28

24.32

8

10.22

13.36

15.51

17.53

20.09

21.96

26.13

9

11.39

14.68

16.92

19.02

21.67

23.59

27.88

10

12.55

15.99

18.31

20.48

23.21

25.19

29.59

11

13.70

17.28

19.68

21.92

24.72

26.76

31.26

12

14.85

18.55

21.03

23.34

26.22

28.30

32.91

13

15.98

19.81

22.36

24.74

27.69

29.82

34.53

14

17.12

21.06

23.68

26.12

29.14

31.32

36.12

15

18.25

22.31

25.00

27.49

30.58

32.80

37.70

16

19.37

23.54

26.30

28.85

32.00

34.27

39.25

17

20.49

24.77

27.59

30.19

33.41

35.72

40.79

18

21.60

25.99

28.87

31.53

34.81

37.16

42.31

19

22.72

27.20

30.14

32.85

36.19

38.58

43.82

20

23.83

28.41

31.41

34.17

37.57

40.00

45.32

21

24.93

29.62

32.67

35.48

38.93

41.40

46.80

22

26.04

30.81

33.92

36.78

40.29

42.80

48.27

23

27.14

32.01

35.17

38.08

41.64

44.18

49.73

24

28.24

33.20

36.42

39.36

42.98

45.56

51.18

25

29.34

34.38

37.65

40.65

44.31

46.93

52.62

26

30.43

35.56

38.89

41.92

45.64

48.29

54.05

27

31.53

36.74

40.11

43.19

46.96

49.64

55.48

28

32.62

37.92

41.34

44.46

48.28

50.99

56.89

29

33.71

39.09

42.56

45.72

49.59

52.34

58.30

30

34.80

40.26

43.77

46.98

50.89

53.67

59.70

 

 

 

 

 

 

 

 

Abridged from Pearson ES, Hartley HO: Biometrika Tables for Statisticians. London, Biometrika Trustees, Cambridge University Press, 1954, vol 1, pp 136–137. It appears here with the kind permission of the publishers.

4

Approximate Significance Tests for Contingency Tables

44

table for every degree of freedom, it would appear that 2 tables must be very unwieldy.

Although sets of 2 tables do exist which follow the pattern we have described above, a much more compact version has been devised, and these are usually quite adequate. Since the significance level of the 2 test is approximate, it is frequently satisfactory to know a narrow range within which the approximate significance level of a test lies. It follows that, for any member of the 2 family of probability distributions, we only require a dozen or so special reference points, called critical values. These are values of the random variable which correspond to specified significance levels or, equivalently, values which cut off predetermined amounts of probability (area) in the right-hand tail of the probability curve. For example, we might wish to know the critical values for 24 which correspond to the right-hand tail probabilities 0.5, 0.25, 0.10, 0.05, 0.025, 0.01 and 0.005. The actual numbers which correspond to these probability levels for 24 are 3.357, 5.385, 7.779, 9.488, 11.14, 13.28 and 14.86. Figure 4.2b shows a sketch of the 24 probability curve indicating the location of these critical values and the corresponding right-hand tail probabilities. Such a table requires only one line of critical values for each degree of freedom. Thus, an entire set of tables for the 2 family of probability distributions can be presented on a single page. This is the method of presentation which most 2 tables adopt, and an example of 2 statistical tables which follow this format is reproduced in table 4.10. The rows of the table correspond to different values of k, the degrees of freedom parameter. The columns identify predetermined righthand tail probabilities, i.e., 0.25, 0.05, 0.01, etc., and the entries in the table specify the corresponding critical values for the 2 probability distribution identified by its unique degrees of freedom.

The actual use of 2 tables is very straightforward. In order to calculate Pr( 2k 6 to), locate the row for k degrees of freedom. In that row, find the two numbers, say tL and tU, which are closest to to so that tL ^ to ^ tU. For example, if we want to evaluate Pr( 24 6 10.4), these numbers are tL = 9.488 and tU = 11.14 since 9.488 ! 10.4 ! 11.14. Since tL = 9.488 corresponds to a right-hand tail probability of 0.05 and tU = 11.14 corresponds to a right-hand tail probability of 0.025, it follows that Pr( 24 6 10.4) is smaller than 0.05 and larger than 0.025, i.e., 0.05 1 Pr( 24 6 10.4) 1 0.025. And if Pr( 24 6 10.4) is the approximate significance level of a test, then we know that the p-value of the test is between 0.025 and 0.05.

Using Statistical Tables of the 2 Probability Distribution

45

5

U U U U U U U U U U U U U U U U U U U U U U U U U U U

Some Warnings Concerning 2 ! 2 Tables

5.1. Introduction

In the two preceding chapters, we discussed a significance test for 2 ! 2 tables such as the one shown in table 5.1. Although this version of a 2 ! 2 table contains different symbols for the row totals, column totals and cell entries, the change in notation considerably simplifies the presentation of the two topics addressed in this chapter.

As the title suggests, the use of either Fisher’s test or the 2 test to analyze a set of data is so straightforward that researchers are tempted to use one test or the other even when the use of either test is not appropriate. As a cautionary note then, in this chapter we intend to identify two situations which appear tailor-made for 2 ! 2 tables but which, in fact, properly require a modified analysis. The first situation concerns the issue of combining 2!2 tables, while the second problem involves the proper method for analyzing paired binary data. In each case, the principles which are involved, namely stratification and pairing, are important statistical concepts which also apply to many other methods for analyzing data.

5.2. Combining 2 ! 2 Tables

Both Fisher’s test (chapter 3) and the 2 test outlined in chapter 4 determine the degree to which the data summarized in a 2 ! 2 table are consistent with the null hypothesis that the probability of success is the same in two distinct groups. The two important assumptions of either test which we noted previously are that the probability of success must be the same for each subject

Table 5.1. A 2 ! 2 table summarizing binary data collected from two groups

 

Success

Failure

Total

 

 

 

 

Group 1

a

A – a

A

Group 2

b

B – b

B

 

 

 

 

Total

r

N – r

N

 

 

 

 

in a group, and that the outcome of the experiment for any subject may not influence the outcome for any member of either group.

Unfortunately, the first of these assumptions, namely that the probability of success is the same for each member of a group, is often not true; there may be factors other than group membership which influence the probability of success. If the effect of such factors is ignored and the observed data are summarized in a single 2 ! 2 table, the test of significance that is used to analyze the data could mask important effects or generate spurious ones. The following example, which is similar to one described in Bishop [6], illustrates this phenomenon.

A study of the effect of prenatal care on fetal mortality was undertaken in two different clinics; the results of the study are summarized, by clinic, in figure 5.1a. Clearly, there is no evidence in the data from either clinic to suggest that the probability or rate of fetal mortality varies with the amount of prenatal care delivered. However, if we ignore the fact that this rate is roughly three times higher in Clinic 2 and combine the data in the single 2 ! 2 table shown in figure 5.1b, the combined data support the opposite conclusion. Why? Notice that in Clinic 1 there are fewer deaths overall and much more intensive care, while in Clinic 2 there are more deaths and much less intensive care. Therefore, the significant difference in the two rates of fetal mortality observed in the combined table is due to the very large number of more intensive care patients contributed by Clinic 1 with its low death rate.

The preceding example illustrates only one of the possible hazards of combining 2 ! 2 tables. If there are other factors, in addition to the characteristic of major interest, which might affect the probability of success, then it is important to adjust for these other factors, which are sometimes called confounding factors, in analyzing the data. In the preceding example, the primary focus of the study is the relationship between the amount of prenatal care and the rate of fetal mortality. However, we observed that the amount of prenatal care received depended on the additional factor representing clinic location (Clinic 1 or Clinic 2) which also influenced the rate of fetal mortality. Thus, clinic

Combining 2 ! 2 Tables

47

a

Prenatal care

Clinic 1

 

 

Clinic 2

 

 

 

 

 

 

 

 

L

M

L

M

 

 

 

 

 

 

Died

12

16

34

4

Survived

176

293

197

23

 

 

 

 

 

Total

188

309

231

27

 

 

 

 

 

Fetal mortality rate

0.064

0.055

0.173

0.174

Observed value of T for 2 test

to = 0.13

 

to = 0.09

Significance level of 2 test

> 0.50

> 0.75

 

 

 

 

 

 

 

b

 

 

 

 

 

 

 

 

 

 

 

Prenatal care

L

M

 

 

 

 

 

 

 

 

 

Died

46

20

 

 

 

Survived

373

316

 

 

 

 

 

 

 

 

 

Total

419

336

 

 

 

 

 

 

 

 

 

Fetal mortality rate

0.11

0.06

 

 

 

Observed value of T for 2 test

to = 5.29

 

 

 

 

Significance level of 2 test

< 0.025

 

 

 

 

 

 

 

 

 

 

Fig. 5.1. Details of the analysis of a study of fetal mortality and the amount of prenatal health care delivered (L {less, M {more). a By individual clinic. b Combining over clinics.

location is a confounding factor. To properly assess the relationship between amount of prenatal care and fetal mortality, it was necessary to separately consider the data for each clinic. This simple technique of separately investigating the primary question for different cases of a confounding factor is known as stratifying the data; thus, to adjust the analysis of the study for the possible confusion which clinic location would have introduced, the study data were stratified by clinic location, i.e., divided into the data from Clinic 1 and the data from Clinic 2. Whenever it is thought necessary to adjust the analysis of a 2 ! 2 table for possible confounding factors, the simplest way to effect this adjustment is to stratify the study data according to the different cases of the possible confounding factor or factors. Suppose, for the sake of illustration, that there are a total of k distinct cases (statisticians often call these cases ‘lev-

5

Some Warnings Concerning 2 ! 2 Tables

48

Table 5.2. A 2 ! 2 table summarizing the binary data for level i of a confounding factor

 

Confounding factor level i

Total

 

success

failure

 

 

 

 

 

Group 1

ai

Ai – ai

Ai

Group 2

bi

Bi – bi

Bi

Total

ri

Ni – ri

Ni

els’) for a possible confounding factor, e.g., k different clinics participating in the fetal mortality and prenatal care study. Stratifying the study data on the basis of this confounding factor will give us k distinct 2 ! 2 tables like the one shown in table 5.2, where the possible values of i, representing the distinct levels of the confounding factor, could be taken to be the numbers 1 through k.

As we saw in chapter 4, the 2 test for a single 2 ! 2 table evaluates the discrepancy between the observed and expected values for each cell in the table, assuming that the row and column totals are fixed and the probability of success in the two groups is the same. The test of significance which correctly combines the results in all k stratified 2 ! 2 tables calculates, for each distinct 2 ! 2 table, an expected value, ei, corresponding to ai; this expected value, ei, is based on the usual assumptions that the row and column totals Ai, Bi, ri and Ni – ri are fixed and that the probability of success in the two groups is the same. Notice, however, that the probability of success may now vary from one stratum (2 ! 2 table) to another; the test no longer requires that the probability of success must be the same for each level of the confounding factor. Instead, the null hypothesis for this test of significance specifies that, for each distinct level of the confounding factor, the probabilities of success for Groups 1 and 2 must be the same; however, this hypothesis does allow the common probabilities of success to differ from one level of the confounding factor to another. In terms of the fetal mortality example, the null hypothesis requires a constant fetal mortality rate in Clinic 1, regardless of prenatal care received, and a constant, but possibly different, fetal mortality rate in Clinic 2, regardless of prenatal care received.

Of course, evaluating the expected numbers e1, e2, …, ek automatically determines the corresponding expected values for the remaining three cells in each of the k distinct 2 ! 2 tables. As we might anticipate, the test statistic evaluates the discrepancy between the sum of the k observed values, O = a1 +

k

a2 + … + ak = ai, and the sum of the corresponding k expected values, E =

i = 1

Combining 2 ! 2 Tables

49

2 ! 2 Table

Prenatal

 

Clinic 1

 

 

 

 

 

 

 

Clinic 2

 

 

 

 

care

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

L

 

M

Total

 

 

L

 

 

 

M

Total

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Died

 

12 = a1

16

 

28 = A1

 

 

34 = a2

4

38 = A2

Survived

176

 

293

469 = B1

197

 

 

23

220 = B2

Total

 

188 = r1

309

497 = N1

 

 

231 = r2

27

258 = N2

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Observed

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

value

 

a1 = 12

 

 

 

 

 

 

 

a2 = 34

 

 

 

 

Expected

188 × 28

 

 

 

 

 

 

231 × 38

 

 

 

value

 

e1 =

 

 

 

= 10.59

 

 

 

 

e2

=

 

 

 

= 34.02

 

 

 

497

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

258

 

 

 

Variance

188 × 309 × 28 × 469

 

 

 

 

231× 27 × 38 × 220

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

V1 =

4972 × 496

= 6.23

 

 

V2

=

 

 

2582 × 257

= 3.05

 

 

 

 

 

 

 

O = 12 + 34 = 46, E = 10.59 + 34.02 = 44.61,

V = 6.23 + 3.05 = 9.28

 

 

 

(|46 44.61| 12 )2

 

 

 

 

 

 

 

 

 

 

 

 

to =

 

 

 

 

 

= 0.09

 

 

 

 

 

 

 

 

 

 

 

 

 

9.28

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Fig. 5.2. Details of the correct analysis of the fetal mortality data, adjusting for the confounding effect of clinic location.

 

 

k

 

 

 

 

 

 

 

e1 + e2 + … + ek = ei. To determine the significance level of the test we need

to compute:

i = 1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

k

k

 

 

 

 

 

 

 

(1)

O ai , E ei

where ei

riAi/Ni ;

 

 

 

 

 

 

i 1

i 1

 

 

 

 

 

 

 

 

 

 

k

 

ri (Ni

ri )AiBi

 

 

(2)

V V1 V2 Vk

Vi

where Vi

;

 

2

(Ni 1)

 

 

 

 

i 1

 

Ni

 

 

(3)

the observed value, say to, of the test statistic T

(|O E | 12)2

.

 

V

 

 

 

 

 

 

 

 

 

The details of these calculations for the fetal mortality study we have been discussing are given in figure 5.2. For this set of data the observed value of the test statistic, T, is to = 0.09.

If the null hypothesis is true, the test statistic, T, has a distribution which is approximately 21. Therefore, the significance level of the test, which is Pr(T 6 to), can be determined by evaluating the probability that 21 6 to, i.e.,

5

Some Warnings Concerning 2 ! 2 Tables

50

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