Chapter 5 1. Conditional ML estimation is the appropriate method
of estimation because the study involves matching.
- Age and socioeconomic status are missing from the
printout because they are matching variables and
have been accounted for in the model by nuisance
parameters which are not estimated by the
conditional estimation method. - H 0 :bSMK¼0 in the no interaction model (Model I), or
alternatively,H 0 :OR¼1, where OR denotes the odds
ratio for the effect of SMK on cervical cancer status,
adjusted for the other variables (NS and AS) in model I;
test statistic: Wald statisticZ¼
^bSMK
S^bSMK, which is
approximately normal (0, 1) underH 0 ,or
alternatively,Z^2 is approximately chi square with one
degree of freedom underH 0 ; test
computation:Z¼^10 ::^43613167 ¼ 4 : 53 ; alternatively,Z^2 ¼20.56;
the one‐tailedP‐value is 0.0000/2¼0.0000, which is
highly significant.
- The point estimate of the odds ratio for the effect of
SMK on cervical cancer status adjusted for the other
variables in model I is given by e1.4361¼4.20.
The 95% interval estimate for the above odds ratio is
given by
exp^bSMK 1 : 96
ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
Vard b^SMK
r
¼expð 1 : 4361 1 : 96 0 : 3617 Þ¼e^0 :^8154 ;e^2 :^0568
¼ð 2 : 26 ; 7 : 82 Þ:
- Null hypothesis for the likelihood ratio test for the
effect of SMKNS:H 0 :bSMKNS¼0, wherebSMKNS
is the coefficient of SMKNS in model II;
Likelihood ratio statistic: LR¼ 2 lnL^Ið 2 lnL^IIÞ
whereL^IandL^IIare the maximized likelihood
functions for models I and II, respectively. This
statistic has approximately a chi‐square distribution
with one degree of freedom under the null hypothesis.
Test computation: LR¼174.97171.46¼3.51. The
P‐value is less than 0.10 but greater than 0.05, which
gives borderline significance because we would reject
the null hypothesis at the 10% level but not at the 5%
level. Thus, we conclude that the effect of the interaction
of NS with SMK is of borderline significance. - Null hypothesis for the Wald test for the effect
of SMKNS is the same as that for the likelihood
ratio test:H 0 :bSMKNS¼0 wherebSMKNSis the
coefficient of SMKNS in model II;
672 Test Answers