12.6 Problems

Problem 12.6.1. Show that for a single \(2 \times 2\) table the logistic model \(\operatorname {logit} p = \alpha + \beta E\) gives \(\hat \beta = \log (ad/bc)\), the log of the crude odds ratio, and \(\text {SE}(\hat \beta )\) equal to Woolf’s.

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Solution. With two groups the model is saturated: the score equations make the fitted number of cases among the exposed equal \(a\) and among all subjects equal \(a + b\), so the fitted risks are \(a/n_1\) and \(b/n_0\). Then \(\hat \alpha = \operatorname {logit}(b/n_0) = \log (b/d)\) and \(\hat \alpha + \hat \beta = \log (a/c)\), so \(\hat \beta = \log (ad/bc)\). The information matrix for \((\alpha , \beta )\) is \(\begin {pmatrix} w_0 + w_1 & w_1 \\ w_1 & w_1 \end {pmatrix}\) with \(w_1 = n_1\hat p_1(1 - \hat p_1) = ac/n_1\) and \(w_0 = bd/n_0\). Its inverse has \((2, 2)\) entry \((w_0 + w_1)/(w_0 w_1) = 1/w_0 + 1/w_1\), which is \(n_0/(bd) + n_1/(ac) = 1/b + 1/d + 1/a + 1/c\).

Problem 12.6.2. In a case-control study, a logistic regression of disease on systolic blood pressure (mmHg) and other covariates gives a coefficient of \(0.047\) with standard error \(0.012\) for blood pressure. Find the odds ratio, with a \(95\%\) interval, for a difference of \(10\) mmHg.

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Solution. By Proposition 12.1.2 the odds ratio is \(e^{10 \times 0.047} = e^{0.47} = 1.60\), with interval \(e^{10(0.047 \pm 1.96 \times 0.012)} = (1.26,\ 2.02)\). By Theorem 12.2.1 this is a valid estimate of the population odds ratio, although the study sampled on disease.

Problem 12.6.3. In a population, \(\operatorname {logit} P(D = 1 \mid E) = -5 + 0.8E\). A case-control study takes every case and \(1\%\) of non-cases. What intercept will a logistic regression on the study data estimate? If the fitted intercept is \(-0.40\) and the sampling fractions are known, what are the estimated risks for unexposed and exposed people in the population?

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Solution. By Theorem 12.2.1, \(\alpha ^* = -5 + \log (1/0.01) = -5 + 4.605 = -0.395\). From a fitted \(-0.40\) the population intercept is \(-0.40 - 4.605 = -5.005\), and with \(\hat \beta = 0.8\) the risks are \(1/(1 + e^{5.005}) = 0.0067\) and \(1/(1 + e^{4.205}) = 0.0147\). This is Proposition 1.4.5 in model form.

Problem 12.6.4. Using the interaction model of Example 12.4.3, give the fitted smoking rate ratio in each age band, and explain why the product term is entered as a single score rather than as four indicators.

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Solution. \(e^{1.136 - 0.309k}\) for \(k = 0, \dots , 4\): \(3.11\), \(2.29\), \(1.68\), \(1.23\), \(0.91\). A single score uses one degree of freedom to test and describe a steady decline of the log rate ratio with age, which is what the stratum estimates suggest; four indicators would reproduce the five stratum ratios exactly (the saturated model) and test heterogeneity of any kind with four degrees of freedom, with less power against a trend. The residual deviance of \(1.5\) on \(3\) degrees of freedom shows that the linear trend describes the data adequately.

Problem 12.6.5. For a matched set with one case and two controls and a binary exposure, write the conditional likelihood contribution when (a) the case is exposed and one control is, (b) the case is unexposed and both controls are exposed, (c) all three are unexposed.

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Solution. With \(\psi = e^\beta \), Proposition 12.3.1 gives (a) \(\psi /(\psi + \psi + 1) = \psi /(2\psi + 1)\); (b) \(1/(1 + 2\psi )\); (c) \(1/3\), free of \(\psi \), so the set carries no information. In general a set with an exposed case and \(j\) exposed controls contributes \(\psi /\{(j + 1)\psi + (2 - j)\}\), and one with an unexposed case \(1/\{j\psi + (3 - j)\}\). Maximising the product gives the conditional estimate; the Mantel–Haenszel estimate of Problem 10.8.3 is a non-iterative approximation to it.

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