Lecture 3 - Testing Independence 2 Way Contingency Tables

Outline
Association for nomonal variable

Association for ordinal data
Association for dependent samples
STAT 63103
Lecture 03 – Testing independence for two way
contingency tables
Niroshan Withanage
niroshan@sjp.ac.lk
Dec 12, 2021
Niroshan Withanage niroshan@sjp.ac.lk STAT 63103 Lecture 03 – Testing independence for two way c
Outline
Outline
1 Pearson Chi–Squared test

2 Likelihood–ratio test
3 Linear trend alternative to independence
4 Comparing dependent proportions (MC Nemar’s test)
Outline
Chi-Squared test
Likelihood ratio test
Comparing test statistics
Chi-Squared test
This is a nonparametric test and is used to test the association

or statistical independence between two categorical variables.
This test only assesses associations between categorical
variables and cannot provide any inferences about causation.
Observations should be independent (i.e. categorical variables
are not ”paired” in any way)
Expected frequency should be atleast 5 for the cells.
Outline
Chi-Squared test
Chi-Squared test contd...,

Hypothesis
H0 : Variable 1 and Variable 2 are independent
H1 : Variable 1 and Variable 2 are dependent
Test statistic
r X
c
2
X (oij − eij )2
χ = ∼ χ2(r −1)(c−1)
eij
i=1 j=1
where
oij is the observed cell count in the ith row and jth column of
the table
eij is the expected cell count in the ith row and jth column of
the table, computed as
i th row total × j th column total
eij = i = 1, · · · , r ; j = 1, · · · , c.
Grand total
Outline
Chi-Squared test
Chi-Squared test contd...,
Decision rule
Reject the null hypothesis if χ2 ≥ χ2(r −1)(c−1), α
where α is the significance level.
Outline
Chi-Squared test
Likelihood ratio test (Λ)
The test determines the parameter value that maximizes the

likelihood function under the assumption that H0 is true.
It also determines the value maximizes under the value more
general condition that H0 may or may not be true (under the
entire parameter space.)
Maximum likelihood (ML) under H0

Λ=
ML when no parameters are restricted
Λ≤1
Λ, far below 1 indicates strong evidence against H0 .
Outline
Chi-Squared test
Likelihood ratio test contd...,

Likelihood ratio statistic
G 2 = −2log (Λ)
Non negative and ”small” values of Λ yield ”large” values of

−2log (Λ).
For 2–way contingency table,
I X
J
X oij
G2 = 2 oij log ∼ χ2(I −1)(J−1)
eij
i=1 j=1
J X
J
X nij
= 2 nij log ∼ χ2(I −1)(J−1)
µ̂ij
i=1 j=1
where µ̂ Niroshan
be the expected
Withanage frequency STAT
niroshan@sjp.ac.lk under HLecture
63103 0 (proof later).
03 – Testing independence for two way c
Outline
Chi-Squared test
Aspirin and Heart Attacks example
Example:Aspirin and Heart Attacks in doctors
Group Myocardial Infarction (oij )

Yes No Total
Placebo 189 10845 11034
Aspirin 104 10933 11037
Total 293 21778 22071
Prospective study (clinical trial).
Number on each treatment fixed by design.
Check the association between Aspirin usage and Heart
attacks in doctors using
Pearson Chi–squared test
Likelihood–ratio test
Outline
Chi-Squared test
Complete the following table by the expected frequencies under the

null hypothesis.
Group Myocardial Infarction (eij )

Yes No Total
Placebo 11034
Aspirin 11037
Total 293 21778 22071
Outline
Chi-Squared test
Answer for χ2 test statistic value
Outline
Chi-Squared test
Answer for G 2 test statistic value
Outline
Chi-Squared test
Complete the calculated values in the following table.
Statistic calculated value Hypothesis tested

G2 H0 : There is no association
X2 H1 : There is an association
All are approximately χ21 under the null hypothesis.
Outline
Chi-Squared test
Comparing test statistics contd...,
Note:
G 2 and X 2 statistics depend on estimated expected cell

counts (predicted probabilities) and not how we measure the
treatment differences.
Outline
Chi-Squared test
Limitations of χ2 test
X 2 tests only indicates the degree of evidence for an

association.
Do not study the nature of the association
X 2 and G 2 require large samples (special techniques required
for small samples).
X 2 and G 2 do not depend on the order in which rows and
columns are listed.
Outline
Linear trend alternative to independence
Advantages over X 2 and G 2
Example
Testing independence for ordinal data
The chi–squared test of independency using X 2 and G 2 treat

both classifications as nominal.
When the rows and/or columns are ordinal, test statistics that
utilize the ordinality are more appropriate (powerful)
In that case, the investigation of ”trend” association is quite
common.
As the level of X increases, responses on Y tend to increase
towards higher levels, or decrese towards lower levels.
Outline
Example
Assign socres to categories.

Measure the degree of linear trend or correlation.
Let U1 ≤ U2 ≤ · · · ≤ UI denote the scores for the rows
Let V1 ≤ V2 ≤ · · · ≤ VJ denote the scores for the columns
Scores reflects distances between categories.
Outline
Example
Linear trend alternative to independence contd...,

Hypothesis
H0 : Two variables are independent
H1 : Two variables are correlated
Test statistic
M 2 = (n − 1) r 2 ∼ χ21
for large n, and r is the Pearsons’ Product correlation coefficient.
( i Ui ni+ )( j Vj n+j )
P P
P
i,j Ui Vj n ij − n
r=r r
2 2
( i Ui ni+ ) P 2 ( j Vj n+j )
P P
P 2
U
i i ni+ − n V
j j n+j − n
Independence implies r = 0 and −1 < r < +1

Test treats the variables symmetrically.
Outline
Example
Power advantages; if association truly has positive or negative

trend, then easier to detect a significance difference.
If several cell counts are small, the Chi–squared approximation
for X 2 and G 2 are worse than for M 2 .
Outline
Example
Choices of scores
If the variable is ordinal (eg. None, Mild, Severe) investigators

often use scores like 1,2 and 3
If the variable is a crude grouping of an underlying continuous
variable, eg. ”Age” with levels [20, 30), [30, 40), [40, 50), · · · ,
investigator often uses the midpoints of the intervals.
For some variables like ”Dose”, investigators mostly use the
actual numerical value.
Outline
Example
Example: Alcohol consumption and infant mortality

Prospective study of maternal drinking and infant information.
Alcohol Malformation Total % of

Consumption Absent Present malformation
0 17066 48 17114 0.28
<1 14464 38 14502 0.26
1–2 788 5 793 0.63
3–5 126 1 127 0.73
≥6 37 1 38 2.63
Check whetehr there is a relationship between alcohol
consumption and infant malformation at 5% level of
significance using an appropriate test. Compare your results
with X 2 and G 2 tests.
Note: You may use scores 0, 0.5, 1.5, 4, 7 for Alcohol
consumption.
Outline
Example
Example contd...,
The percentage of malformation cases increases at each

increase in level of alcohol consumption.
Suggests a tendency for malformation to be more likely at
higher levels of alcohol consumption.
Outline
Example
Example contd...,
Outline
McNemar Test

Example:
Following table shows the polling results of British citizens about

Prime Minister’s performance in office at two time points. A
random sample of 1600 voting–age British citizens, 944 indicated
approval of the Prime Minister’s performance in office. Six months
later, of these same 1600 people 880 indicated approval.
First Second Survey
Survey Approve Disapprove Total
Approve 794 150 944
Dosapprove 86 570 656
Total 880 720 1600
Diagonal elements represent the subjects which had the same
opinion at both surveys.
Outline
McNemar Test
Question of interest:
Is the probability of approal of the Priministers’ performance at
the first survey greater than the second?
In this example, the responses in the two samples are
statistically dependent.
The pairs of dependent observations are called matched pairs.
Outline
McNemar Test
Let πij be the probability that a subject makes response i at

the Survey 1 and response j at the Survey 2.
First Second Survey

Survey Approve Disapprove Total
Approve π11 π12 π1+
Dosapprove π21 π22 π2+
Total π+1 π+2 1
The probability of approval at the two surveys are: π1+ and

π+1 .
When these are identical, the probability of disapproval are
identical as well. Then it is called, there is marginal
homogeneity.
Outline
McNemar Test
Marginal homogeneity
π1+ = π+1
π1+ − π+1 = 0
(π11 + π12 ) − (π11 + π21 ) = 0
π12 = π21
Marginal homogeneity implies that π12 = π21 .
Outline
McNemar Test
McNemar test
This is a test for Marginal homogeneity (homogeneity for

dependent samples).
Hypothesis:
H0 : π1+ = π+1 OR H0 : π12 = π21

versus one or two sided alternative
Test statistic:
n21 − n12
Z=√ ∼ N (0, 1)
n21 + n12
provided that sample size n21 + n12 > 10.
Outline
McNemar Test
Is the probability of approal of the Priministers’ performance at the

first survey greater than the second?
Outline
McNemar Test
A (1 − α)100% CI for δ = π+1 − π1+

For the population we have:
δ = π+1 − π1+
For sample data we have:
d = p+1 − p1+
π1+ (1 − π1+ ) + π+1 (1 − π+1 ) − 2 (π11 π22 − π12 π21 )
Var (d) =
n
For large sample, a (1 − α) 100% CI for δ = π+1 − π1+ is
given by:
d ± Z α2 Varˆ(d) (1)
Outline
McNemar Test
For the Prime Ministers approval rating example, construct a 95%

CI for π+1 − π1+ .

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Outline

Association for nomonal variable

Dec 12, 2021

1 Pearson Chi–Squared test

This is a nonparametric test and is used to test the association

Chi-Squared test contd...,

Chi-Squared test contd...,

Reject the null hypothesis if χ2 ≥ χ2(r −1)(c−1), α

where α is the significance level.

Likelihood ratio test (Λ)

The test determines the parameter value that maximizes the

Maximum likelihood (ML) under H0

Likelihood ratio test contd...,

Non negative and ”small” values of Λ yield ”large” values of

Aspirin and Heart Attacks example

Example:Aspirin and Heart Attacks in doctors

Group Myocardial Infarction (oij )

Complete the following table by the expected frequencies under the

Group Myocardial Infarction (eij )

Answer for χ2 test statistic value

Answer for G 2 test statistic value

Comparing test statistics

Complete the calculated values in the following table.

Statistic calculated value Hypothesis tested

All are approximately χ21 under the null hypothesis.

Comparing test statistics contd...,

G 2 and X 2 statistics depend on estimated expected cell

X 2 tests only indicates the degree of evidence for an

Testing independence for ordinal data

The chi–squared test of independency using X 2 and G 2 treat

Linear trend alternative to independence

Assign socres to categories.

Linear trend alternative to independence contd...,

Independence implies r = 0 and −1 < r < +1

Advantages over X 2 and G 2

Power advantages; if association truly has positive or negative

If the variable is ordinal (eg. None, Mild, Severe) investigators

Example: Alcohol consumption and infant mortality

Alcohol Malformation Total % of

The percentage of malformation cases increases at each

Association for dependent samples

Following table shows the polling results of British citizens about

Let πij be the probability that a subject makes response i at

First Second Survey

The probability of approval at the two surveys are: π1+ and

Marginal homogeneity implies that π12 = π21 .

This is a test for Marginal homogeneity (homogeneity for

H0 : π1+ = π+1 OR H0 : π12 = π21

provided that sample size n21 + n12 > 10.

Is the probability of approal of the Priministers’ performance at the

A (1 − α)100% CI for δ = π+1 − π1+

For sample data we have:

For the Prime Ministers approval rating example, construct a 95%

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