1. Introduction
For the
contingency table, let
denote the probability that an observation will fall in the cell
of the table
. One can express
as
where
see, e.g., Bishop, Fienberg and Holland [
1, Chap. 2]. Let
. The
u-term in (1) are, for example,
and
where
see, e.g., Bishop et al. [
1, Chap. 2].
We obtain the well-known four models by setting the parameters in (1) as
for all
. Model (1) imposed restriction (iv) is usually referred to as the no three-factor interaction (NOTFI) model (or no second-order interaction model). Model (1) imposed restrictions (i), (ii), (iii) and (iv) also can be expressed as
respectively, where
see, e.g., Fienberg [
2, Chap. 3]. When none of models
and
holds, namely, when model
does not hold, we are interested in seeing the degree of departure from model
, i.e., the degree of non-uniformity of odds-ratios
.
For the
contingency table, Tomizawa [
3] considered a measure which represents the degree of departure from the NOTFI model. The measure is expressed by using the Shannon entropy (see
Appendix).
By the way, Patil and Taillie [
4] considered the diversity index, which includes the Shannon entropy in a special case. We are interested in a measure of departure from the NOTFI model, based on the diversity index.
The purpose of this paper is to propose a generalization of Tomizawa’s measure for the table. The proposed measure includes Tomizawa’s measure in a special case. The measure would be useful for comparing the degrees of departure from the NOTFI model in several tables.
2. A generalization of measure
Consider the
contingency table. The NOTFI model is expressed as
where
This shows that the
K odds-ratios are identical. Let
for
.
Assuming that the
are positive, consider a measure to represent the degree of departure from the NOTFI model, defined by
where
and the value at
is taken to be the limit as
, where
λ is a real value that is chosen by the user. Thus,
is equal to
φ in
Appendix. Note that
in equation (2) is the same as Tomizawa’s measure. Also, note that
is Patil and Taillie’s diversity index of degree
λ for {
}, which includes the Shannon entropy (when
) in a special case.
The measure
may be expressed as
where
Note that
is the power-divergence between
and
. For more details of the power-divergence
, see Cressie and Read [
5], and Read and Cressie [
6, p. 15].
The must lie between 0 and but it cannot attain the lower limit of 0 in terms of the assumption that the are positive. Thus the measure must lie between 0 and 1, but it cannot attain the upper limit of 1. Now it is easily seen that the NOTFI model holds if and only if the measure is equal to zero. According to the diversity index or the power-divergence, represents the degree of departure from NOTFI model, and the degree increases as the value of increases.
3. Approximate confidence interval for measure
Let
denote the observed frequency in the cell
of the
table (
). Assuming that
result from full multinomial sampling, we shall consider an approximate standard error and large-sample confidence interval of measure
, using the delta method of which descriptions are given by, for example, Bishop et al. [
1, Sec. 14.6]. The sample version of measure
, i.e.,
, is given by
with
replaced by
, where
and
. Using the delta method,
has asymptotically (as
) a normal distribution with mean zero and variance
Let
denote
with
replaced by
. Then
is an estimated approximate standard error for
, and
is an approximate
percent confidence interval for
, where
is the percentage point from the standard normal distribution corresponding to a two-tail probability equal to
p.
4. Examples
Table 1 taken from Agresti [
7, p. 68] refers to the effect of passive smoking on lung cancer. It summarizes results of case-control studies from three countries among nonsmoking women married to smokers. For these data, the estimated odds-ratios between having passive smoking and lung cancer in Japan, Great Britain, and United States are 0.66, 0.63, and 0.76, respectively.
Let
X,
Y and
Z denote the first, second and third variables, respectively. For
Table 2 which is the
artificial data, the estimated odds-ratios between variables
X and
Y at each level of
Z are 7.50, 0.33, and 1.33.
Table 1.
The results of case-control studies from three countries among nonsmoking women married to smokers; from Agresti [
7, p. 68].
Table 1.
The results of case-control studies from three countries among nonsmoking women married to smokers; from Agresti [7, p. 68].
Country | Spouse Smoked | Cases | Controls |
---|
Japan | No | 21 | 82 |
Yes | 73 | 188 |
Great Britain | No | 5 | 16 |
Yes | 19 | 38 |
United States | No | 71 | 249 |
Yes | 137 | 363 |
Table 2.
Artificial data (n is sample size).
Table 2.
Artificial data (n is sample size).
n = 300 |
| | Y |
Z | X | (1) | (2) |
(1) | (1) | 50 | 20 |
(2) | 10 | 30 |
(2) | (1) | 10 | 30 |
(2) | 20 | 20 |
(3) | (1) | 20 | 20 |
(2) | 30 | 40 |
Because the confidence intervals for
applied to the data in
Table 1 include zero for all
λ (see
Table 3a), this would indicate that there is a structure of NOTFI model in
Table 1; or, if this is not the case, then it indicates that the degree of departure from NOTFI model is slight. In contrast, since the confidence intervals for
applied to the data in
Table 2 do not include zero for all
λ (see
Table 3b), this would indicate that there is not a structure of NOTFI model in
Table 2.
When the degrees of departure from NOTFI model in
Table 1 and
Table 2 are compared using the confidence intervals for
, the degree of departure in
Table 2 would be greater than that in
Table 1. This is because, for any given
λ , the values in the confidence interval for
applied to the data in
Table 2 are greater than the values in the corresponding confidence interval for
applied to the data in
Table 1. We note that in
Table 3a the confidence interval for
includes the negative values and this is natural because
has asymptotically a normal distribution.
Note: Let
denote the power-divergence statistic for testing goodness-of-fit of the NOTFI model with
degrees of freedom, i.e.,
where
is the maximum likelihood estimate of the expected frequency
under the NOTFI model and the values at
and
are taken to be the limits as
and as
, respectively. For the details of power-divergence test statistic, see Cressie and Read [
5], and Read and Cressie [
6, p. 15]. In particular, note that
and
are the likelihood ratio and Pearson chi-squared statistics, respectively.
Table 4 gives the values of
applied to the data in
Table 1 and
Table 2. Therefore, the NOTFI model fits the data in
Table 1 well, but it does not fit the data in
Table 2 well.
Table 3.
Estimates of
, estimated approximate standard error for
, approximate 95% confidence interval for
, applied to
Table 1 and
Table 2.
(a) For Table 1
Values of λ | Estimated measure | Standard error | Confidence interval |
---|
-0.4 | 0.002 | 0.012 | (-0.021, 0.025) |
0 | 0.003 | 0.016 | (-0.028, 0.034) |
0.6 | 0.003 | 0.018 | (-0.031, 0.038) |
1.0 | 0.003 | 0.017 | (-0.031, 0.037) |
1.6 | 0.003 | 0.015 | (-0.027, 0.032) |
(b) For Table 2
Values of λ | Estimated measure | Standard error | Confidence interval |
---|
-0.4 | 0.388 | 0.124 | (0.145, 0.630) |
0 | 0.486 | 0.149 | (0.194, 0.777) |
0.6 | 0.536 | 0.166 | (0.211, 0.861) |
1.0 | 0.538 | 0.172 | (0.200, 0.876) |
1.6 | 0.517 | 0.180 | (0.165, 0.869) |
Table 4.
Values of power-divergence statistic
(with 2 degrees of freedom) for testing goodness-of-fit of the NOTFI model, applied to
Table 1 and
Table 2.
Table 4.
Values of power-divergence statistic (with 2 degrees of freedom) for testing goodness-of-fit of the NOTFI model, applied to Table 1 and Table 2.
Values of λ | For Table 1 | For Table 2 |
---|
-0.4 | 0.240 | 24.889 |
0 | 0.240 | 24.462 |
0.6 | 0.239 | 24.056 |
1.0 | 0.238 | 23.933 |
1.6 | 0.237 | 23.957 |
6. Concluding Remarks
The measure would be useful for comparing the degrees of departure from the NOTFI model in several tables.
Table 5.
(a), (b) Artificial data (n is sample size).
(a) n = 315
| | Y |
---|
Z | X | (1) | (2) |
---|
(1) | (1) | 25 | 20 |
(2) | 25 | 40 |
(2) | (1) | 45 | 15 |
(2) | 20 | 20 |
(3) | (1) | 30 | 20 |
(2) | 20 | 15 |
(b) n = 1575
| | Y |
---|
Z | X | (1) | (2) |
---|
(1) | (1) | 125 | 100 |
(2) | 125 | 200 |
(2) | (1) | 225 | 75 |
(2) | 150 | 150 |
(3) | (1) | 150 | 100 |
(2) | 100 | 75 |
Table 6.
Values of applied to Table 5a and Table 5b.
Values of λ | For Table 5a | For Table 5b |
---|
-0.4 | 0.050 | 0.050 |
0 | 0.066 | 0.066 |
0.6 | 0.073 | 0.073 |
1.0 | 0.070 | 0.070 |
1.6 | 0.061 | 0.061 |
Table 7.
Values of power-divergence statistic
(with 2 degrees of freedom) for testing goodness-of-fit of the NOTFI model, applied to
Table 5a and
Table 5b.
Table 7.
Values of power-divergence statistic (with 2 degrees of freedom) for testing goodness-of-fit of the NOTFI model, applied to Table 5a and Table 5b.
Values of λ | For Table 5a | For Table 5b |
---|
-0.4 | 2.734 | 13.669 |
0 | 2.730 | 13.648 |
0.6 | 2.726 | 13.630 |
1.0 | 2.726 | 13.628 |
1.6 | 2.727 | 13.637 |
Consider the artificial data in
Table 5a and
Table 5b. For
Table 5a, the estimated odds-ratios between variables
X and
Y at each level of
Z are 2.00, 3.00, and 1.13. All values of observed frequencies in
Table 5a multiplied by 5 equal the values in
Table 5b. Thus, it is natural that the estimated odds-ratios between variables
X and
Y at each level of
Z for
Table 5b are equal to those for
Table 5a. Therefore, the value of
(for every
λ) for
Table 5a is identical with that for
Table 5b (see
Table 6). However the value of
is greater for
Table 5b than for
Table 5a (see
Table 7). Therefore the measure
rather than test statistic
would be useful for comparing the degrees of departure from the NOTFI model in several tables.
The is also an information measure on the cell probability scale, and moreover seems to be a reasonable measure of departure from the NOTFI model (though it is not a function of odds-ratios , ). However, rather than would be useful for comparing the degrees of departure from the NOTFI model in several tables. This is because is always in the range between 0 and 1, but is not; namely, can measure the degree of departure toward the maximum departure from uniformity of odds-ratios , ; but the cannot measure it.
Table 8.
(a), (b) Artificial data (
n is sample size) and (c) corresponding values of
applied to
Table 8a and
Table 8b.
(a) n = 291
| | Y |
---|
Z | X | (1) | (2) |
---|
(1) | (1) | 27 | 9 |
(2) | 10 | 16 |
(2) | (1) | 14 | 35 |
(2) | 31 | 45 |
(3) | (1) | 28 | 18 |
(2) | 13 | 45 |
(b) n = 291
| | Y |
---|
Z | X | (1) | (2) |
---|
(1) | (1) | 22 | 23 |
(2) | 30 | 16 |
(2) | (1) | 20 | 18 |
(2) | 22 | 43 |
(3) | (1) | 11 | 21 |
(2) | 26 | 39 |
(c) Values of
Values of λ | For Table 8a | For Table 8b |
---|
-0.4 | 0.186 | 0.126 |
0 | 0.213 | 0.170 |
0.6 | 0.200 | 0.197 |
1.0 | 0.178* | 0.198 |
1.6 | 0.140* | 0.183 |
The readers may be interested in which value of
λ is preferred for a given table. However, in comparing tables, it seems difficult to discuss this. For example, consider the artificial data in
Table 8a and
Table 8b. We see from
Table 8c that the value of
is greater for
Table 8a than for
Table 8b, but the value of
is less for
Table 8a than for
Table 8b. So, for these cases, it may be impossible to decide (by using
) whether the degree of departure from the NOTFI model is greater for
Table 8a or for
Table 8b. But generally, for the comparison between two tables, it would be possible to draw a conclusion if
(for every
λ) is always greater (or always less) for one table than for the other table. Thus, it seems to be important that which value of
λ is preferred for a given table, the analyst calculates the value of
for various values of
λ and discusses the degree of departure from the NOTFI model in terms of
values. It may seem to readers that when the odds-ratios of
Table 8a vary more widely (relatively in ratio) than those of
Table 8b, the
values in
Table 8c may vary with a pattern; namely, they are large for
Table 8a for smaller values of
λ, but the other way round when
λ is greater than certain value less than 1. However, we cannot prove that the case holds. It may be dangerous to compare the degrees of departure from the NOTFI model in several tables in terms of only Tomizawa’s [
3] measure, i.e.,
; because it may arise that for two tables (say, table A and table B),
is greater for table A than for table B, however,
with some
is less for table A than for table B.
The measure would be useful when one wants to measure how far the odds-ratios are directly distant from the uniformity, although may be useful when one wants to measure how far the estimated cell probability distribution with the structure of NOTFI is distant from the sample cell probability distribution.
The readers may be interested in extending the measure to a table or table; however, it may be difficult to consider a single-valued measure to represent the degree of departure from no three-factor interaction.