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134 BRESLOW & DAY<br />

tained if <strong>the</strong> mean and variance <strong>of</strong> <strong>the</strong> exact conditional distribution are substituted in<br />

(4.17) <strong>for</strong> A and Var; however, this requires solution <strong>of</strong> polynomial equations <strong>of</strong> an<br />

even higher order.<br />

Logit confidence limits<br />

A more easily calculated set <strong>of</strong> confidence limits may be derived from <strong>the</strong> normal<br />

approximation to <strong>the</strong> distribution <strong>of</strong> log & (Woolf, 1955). This has mean log q and a<br />

large sample variance which may be estimated by <strong>the</strong> sum <strong>of</strong> <strong>the</strong> reciprocals <strong>of</strong> <strong>the</strong><br />

cell entries<br />

1 1 1 1<br />

VarClog I)) = - + - + - + - .<br />

a b c d<br />

Consequently, approximate lOO(1-a) % confidence limits <strong>for</strong> log q are<br />

which may be exponentiated to yield q, and qU. Gart and Thomas (1972) find that<br />

such limits are <strong>general</strong>ly too narrow, especially when calculated from small samples.<br />

Since log $3 is <strong>the</strong> difference between two logit trans<strong>for</strong>mations (see Chapter 5), <strong>the</strong><br />

limits obtained in this fashion are known as logit limits.<br />

Test- based confidence limits<br />

Miettinen (1976) has provided an even simpler and ra<strong>the</strong>r ingenious method <strong>for</strong><br />

constructing confidence limits using only <strong>the</strong> point estimate and x2 test statistic. Instead<br />

<strong>of</strong> using (4.18), he solves<br />

<strong>for</strong> <strong>the</strong> variance <strong>of</strong> log(@), arguing that both left and right side provide roughly<br />

equivalent statistics <strong>for</strong> testing <strong>the</strong> null hypo<strong>the</strong>sis I,L~ = 1. This technique is <strong>of</strong> even<br />

greater value in complex situations where significance tests may be fairly simple to<br />

calculate but precise estimates <strong>for</strong> <strong>the</strong> variance require more ef<strong>for</strong>t.<br />

Substituting <strong>the</strong> test-based variance estimate into (4.19) yields <strong>the</strong> approximate<br />

limits<br />

where is raised to <strong>the</strong> power (1 + Zalzlx). Whe<strong>the</strong>r q~~ corresponds to <strong>the</strong> - sign in<br />

this expression and qu to <strong>the</strong> + sign, or vice versa, will depend on <strong>the</strong> relative magnitude<br />

<strong>of</strong> and x. The x2 statistic (4.16), however, should be calculated without<br />

<strong>the</strong> continuity correction especially when I) is close to unity, since o<strong>the</strong>rwise <strong>the</strong> variance<br />

may be overestimated and <strong>the</strong> limits too wide. In those rare <strong>case</strong>s where $J is exactly<br />

equal to unity, <strong>the</strong> uncorrected x2 is equal to zero and <strong>the</strong> test-based limits are consequently<br />

undefined.

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