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CHOI_LR_TEST: Stata module to perform Choi's likelihood ratio test

Author

Listed:
  • William D. Dupont

    (Vanderbilt University School of Medicine)

  • W. Dale Plummer, Jr.

    (Vanderbilt University School of Medicine)

Programming Language

Stata

Abstract

choi_lr_test calculates the likelihood ratio (LR) test described in Choi et al. (2015). This test is conditioned on the total number of exposed subjects from a case-control study. The following statistics, conditioned on the marginal exposure rate, are also derived: the maximum likelihood estimate of the odds ratio for exposure in cases relative to controls; the LR under the null hypothesis that the odds ratio equals 1; the 1/6.8 likelihood support interval (LSI); and the 1/k LSI, where k is specified by the user. The p-value from this LR test is inferentially consistent with classical tests of normally distributed data as well as with likelihood ratios and support intervals based on this conditional likelihood function. The 1/6.8 LSI equals the 95% confidence interval for normally distributed random variables. This statistic and LSI are useful for tables with few subjects in which the asymptotic properties of classical test statistics are irrelevant and Fisher’s exact test is too conservative. It is particularly appropriate when one of the cells of the 2x2 table is empty.

Suggested Citation

  • William D. Dupont & W. Dale Plummer, Jr., 2016. "CHOI_LR_TEST: Stata module to perform Choi's likelihood ratio test," Statistical Software Components S458190, Boston College Department of Economics, revised 24 Sep 2018.
  • Handle: RePEc:boc:bocode:s458190
    Note: This module should be installed from within Stata by typing "ssc install choi_lr_test". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/c/choi_lr_support_interval_or_eq_0.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/c/choi_lr_support_interval.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/n/nl_choi_support_interval.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/c/choi_lr_test.sthlp
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