Using the above (option 2) interaction model,
we can assess interaction of exposure with the
matching variables by testing the null hypoth-
esis that all of the coefficients of theEW 1 m
terms (i.e., all of thed1m) equal zero.
As with option 1, if the “chunk” test for interac-
tion involving the matching variables is not
significant, we could conclude that there is no
interaction involving the matching variables.
If, however, the chunk test is significant, we
might then carry out backward elimination to
determine which of theEW1mterms should
remain in the model. We could also carry out
backward elimination even if the chunk test is
not significant.
A problem with the second option is that the
model for this option is not hierarchically well-
formulated (HWF), since components (W1m)of
product terms (EW1m) involving the match-
ing variables are not in the model as main
effects. (See Chap. 6 for a discussion of the
HWF criterion.)
Although both options for assessing interaction
involving matching variables have problems,
the second option, though not HWF, allows
for a more interpretable decision about which
of the matching variables might be effect modi-
fiers. Also, even though the model for option
2 is technically not HWF, the matching vari-
ables are at least in some sense in the model
as both effect modifiers and confounders.
One way to avoid having to choose between
these two options is to decide not to match on
any variable that you wish to assess as an effect
modifier. Another alternative is to avoid asses-
sing interaction involving any of the matching
variables,whichisoftenwhatisdoneinpractice.
EXAMPLE (continued)
Option 2:
TestH 0 : Alld1m¼0.
(Chunk test)
Not significant)No interaction
involving matching
variables
Significant)Interaction involving
matching variables
)Carry out Backwards
Elimination of
EW 1 mterms
Criticism of option 2:
The model is technically not HWF.
EW1min model but notW1m
Option 1 Option 2
Interpretable? No Yes
HWF? Yes No (but
almost
yes)
Alternatives to options 1 and 2:
Do not match on any variable that
you consider a possible effect
modifier.
Do not assess interaction for any
variable that you have matched
on.
406 11. Analysis of Matched Data Using Logistic Regression