Mantel-Haenszel estimators for irregular sparse K2 J tables
DOI10.1016/J.JSPI.2010.02.015zbMATH Open1188.62177OpenAlexW2009219502MaRDI QIDQ974485FDOQ974485
Authors: Satoshi Hattori, Takashi Yanagawa 
Publication date: 3 June 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.02.015
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Quadratic programming (90C20) Applications of graph theory (05C90) Estimation in multivariate analysis (62H12) Contingency tables (62H17) Programming involving graphs or networks (90C35)
Cites Work
- On the existence of maximum likelihood estimates in logistic regression models
- Extended Mantel-Haenszel Estimating Procedure for Multivariate Logistic Regression Models
- Odds ratio estimators when the data are sparse
- Title not available (Why is that?)
- Projection-Method Mantel-Haenszel Estimator for K 2× J Tables
- Generalized Mantel-Haenszel Estimators for K 2 x J Tables
- Finite-Sample Properties of Some Old and Some New Estimators of a Common Odds Ratio from Multiple 2 × 2 Tables
Cited In (7)
- A Generalization of the Mantel-Haenszel Estimator of Partial Association for 2 x J x K Tables
- Pseudotable methods for the analysis of \(2\times 2\) tables
- Estimation of a Common Effect Parameter from Sparse Follow-Up Data
- A Monte Carlo study of three odds ratio estimators and four tests of association in several 2x2 tables when the data are sparse
- Generalized Mantel-Haenszel Estimators for K 2 x J Tables
- Large sample bias of maximum likeihood estimates from a series of sparse ixj tables
- Projection-Method Mantel-Haenszel Estimator for K 2× J Tables
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