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Theory & Methods: Jackknifing the Mantel–Haenszel Estimator in Sparse Contingency Tables
Author(s) -
Pigeot I.,
Strugholtz H.
Publication year - 1998
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/1467-842x.00048
Subject(s) - jackknife resampling , contingency table , mathematics , estimator , statistics , confidence interval , econometrics
This article investigates the performance of two jackknife techniques under an asymptotic model in which the number of 2 × 2 tables increases but the possible marginal configurations remain fixed. These approaches are applied to the Mantel–Haenszel estimator, or transformed versions of this estimator, respectively. The resulting jackknife estimators are shown to be consistent for the common odds ratio. Their asymptotic distributions are derived; they can be used for constructing appropriate sparse‐data confidence intervals.