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Biometrika 1985 72(1):91-95; doi:10.1093/biomet/72.1.91
© 1985 by Biometrika Trust
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On heterogeneity tests based on efficient scores

ROBERT E. TARONE

National Cancer Institute Bethesda, Maryland 20205, U.S.A.

For cases in which a parameter may be estimated from several independent data sets, Mather (1935) proposed a heterogeneity test based on the efficient scores for the individual data sets evaluated at the overall maximum likelihood estimator. Following Fisher (1946), a modification of the heterogeneity score test is presented wherein a consistent but inefficient estimator of the parameter of interest is substituted for the overall maximum likelihood estimator. The modified test is also derived using the C({alpha}) theory of Neyman (1959). Using the modified procedure, we derive a test for a common odds ratio in several 2x2 tables based on the Mantel-Haenszel estimator.

Key Words: C({alpha}) test • Efficient estimator • Efficient score • Heterogeneity test • Maximum likelihood estimator


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