10.1 The Mantel–Haenszel odds ratio

Definition 10.1.1. The Mantel–Haenszel estimator of a common odds ratio is \[ \widehat {\OR }_{\text {MH}} = \frac {\sum _k a_k d_k/n_k}{\sum _k b_k c_k/n_k} . \]

Proposition 10.1.2. \(\widehat {\OR }_{\text {MH}}\) is a weighted average of the stratum odds ratios \(\widehat {\OR }_k = a_k d_k/(b_k c_k)\), with weights proportional to \(b_k c_k/n_k\).

Proof. \(\sum _k a_k d_k/n_k = \sum _k (b_k c_k/n_k)\,\widehat {\OR }_k\); divide by \(\sum _k b_k c_k/n_k\). □

The weights \(b_k c_k/n_k\) are approximately inverse variances of \(\widehat {\OR }_k\) when the odds ratio is near \(1\), so the estimator is nearly efficient there, and it loses little elsewhere. Unlike the Woolf estimator, it needs no correction for zero cells: a stratum with \(b_k c_k = 0\) adds to the numerator only, and one with \(a_k d_k = 0\) to the denominator only.

Theorem 10.1.3. Under a common odds ratio \(\psi \), \(\widehat {\OR }_{\text {MH}}\) is consistent for \(\psi \) both as the strata become large with their number fixed, and as the number of strata grows with their sizes bounded.

Proof. Write \(R_k = a_k d_k/n_k\) and \(S_k = b_k c_k/n_k\). The key fact is that \(E(R_k - \psi S_k) = 0\) in every stratum, whatever its size: under the product-binomial model of a case-control stratum, with exposure probabilities \(q_{1k}\) among \(m_{1k}\) cases and \(q_{0k}\) among \(m_{0k}\) controls, \(a_k\) and \(d_k\) are independent, so \(E(a_k d_k) = m_{1k}q_{1k}\,m_{0k}(1 - q_{0k})\) and \(E(b_k c_k) = m_{1k}(1 - q_{1k})\,m_{0k}q_{0k}\). Their ratio is the stratum odds ratio \(\psi \). (In this model \(n_k = m_{1k} + m_{0k}\) is fixed, so dividing by it changes nothing.)

With \(K\) fixed and the strata growing, \(R_k/n_k\) and \(S_k/n_k\) converge in probability to their means, and \(\sum _k R_k/\sum _k S_k\) converges to \(\sum _k E(R_k)/\sum _k E(S_k) = \psi \). With the sizes bounded and \(K \to \infty \), \(\sum _k R_k/K\) and \(\sum _k S_k/K\) are averages of independent bounded variables, so by the law of large numbers their difference \(\frac 1K\sum _k (R_k - \psi S_k)\) tends to \(0\), while \(\frac 1K\sum _k S_k\) stays bounded away from \(0\) under mild conditions. Hence the ratio tends to \(\psi \). □

The second kind of consistency is what the Woolf estimator, and the unconditional maximum likelihood estimator, lack: with matched pairs (each pair a stratum of size \(2\)) both converge to \(\psi ^2\) rather than \(\psi \).

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