Comparing Correlated Proportions

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Comparing Correlated Proportions With McNemar’s Test
Suppose you are evaluating the effectiveness of an intervention which is
designed to make patients more likely to comply with their physicians’ prescriptions.
Prior to introducing the intervention, each of 200 patients is classified as compliant or
not. Half (100) are compliant, half (100) are not. After the intervention you reclassify
each patient as compliant (120) or not (80). It appears that the intervention has raised
compliance from 50% to 65%, but is that increase statistically significant?
McNemar’s test is the analysis traditionally used to answer a question like this.
To conduct this test you first create a 2 x 2 table where each of the subjects is classified
in one cell. In the table below, cell A includes the 45 patients who were compliant at
both times, cell B the 55 who were compliant before the intervention but not after the
intervention, cell C the 85 who were not compliant prior to the intervention but were after
the intervention, and cell D the 15 who were noncompliant at both times.
After the Intervention
Compliant (1)
Prior to the
Intervention
Not (0)
Marginals
Compliant (1)
45
A
55
B
100
Not (0)
85
C
15
D
100
Marginals
130
70
200
McNemar’s Chi-square, with a correction for continuity, is computed this way:
(| b  c | 1)2
(| 55  85 | 1)2
. For the data above,  2 
 6.007 . The chi-square is
bc
55  85
evaluated on one degree of freedom, yielding, for these data, a p value of .01425.
If you wish not to make the correction for continuity, omit the “1.” For these data
that would yield a chi-square of 6.429 and a p value of .01123. I have not investigated
whether or not the correction for continuity provides a better approximation of the exact
(binomial) probability or not, but I suspect it does.
2 
McNemar Done as an Exact Binomial Test
Simply use the binomial distribution to test the null hypothesis that p = q = .5
where the number of successes is either count B or count C from the table and N = B +
C. For our data, that is, obtain the probability of getting 55 or fewer failures in 85 + 55 =
140 trials of binomial experiment when p = q = .5. The syntax for doing this with SPSS
is
COMPUTE p=2*CDF.BINOM(55,140,.5).
EXECUTE.
and the value computed is .01396.
McNemar Done With SAS
Data compliance;
Input Prior After Count; Cards;
1 1 45
1 0 55
0 1 85
0 0 15
Proc Freq; Tables Prior*After / Agree; Weight Count; run;
Statistics for Table of Prior by After
McNemar's Test
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Statistic (S)
6.4286
DF
1
Asymptotic Pr > S
0.0112
Exact
Pr >= S
0.0140
The “Statistic” reported by SAS is the chi-square without the correction for
continuity. The “Asymptotic Pr” is the p value for that uncorrected chi-square. The
“Exact Pr” is an exact p value based on the binomial distribution.
McNemar Done With SPSS
Analyze, Descriptive Statistics, Crosstabs. Prior into “Rows” and After into
“Columns.” Click “Statistics” and select “McNemar.” Continue, OK
Prior * After Crosstabulation
Count
After
0
Prior
1
Total
0
15
85
100
1
55
45
100
Total
70
130
200
Chi-Square Tests
Exact Sig. (2Value
.014a
McNemar Test
N of Valid Cases
a. Binomial distribution used.
sided)
200
Notice that SPSS does not give you a chi-square approximate p value, but rather
an exact binomial p value.
McNemar Done With Vasser Stats
Go to http://faculty.vassar.edu/lowry/propcorr.html
Enter the counts into the table and click “Calculate.”
Very nice, even an odds ratio with a confidence interval. I am impressed.
More Than Two Blocks
The design above could be described as one-way, randomized blocks, two levels
of the categorical variable (prior to intervention, after intervention). What if there were
more than two levels of the treatment – for example, prior to intervention, immediately
after intervention, six months after intervention. An appropriate analysis here might be
the Cochran test. See http://en.wikipedia.org/wiki/Cochran_test.
See also McNemar Tests of Marginal Homogeneity at
http://ourworld.compuserve.com/homepages/jsuebersax/mcnemar.htm .
Power Analysis
I found, at http://www.stattools.net/SSizMcNemar_Pgm.php , an online calculator
for obtaining the required sample size given effect size and desired power, etc. For the
first sample size calculator, shown below, the effect size is specified in terms of what
proportion of the cases are expected to switch from State 1 to State 2 and what
proportion are expected to switch from State 2 to State 3. I have seen no guidelines
regarding what would constitute a small, medium, or large effect.
Suppose that we are giving each patient two diagnostic tests. We believe that
60% will test positive with Procedure A and 90% with Procedure B. We want to use our
data to test the null that the percentage positive is the same for Procedure A and for
Procedure B. Please note that the calculations for Probability 1 do not take into account
any correlation between the results of Procedure A and those of Procedure B, and that
correlation is almost certainly not zero. The second set of probabilities does assume a
positive correlation between the two procedures.
Procedure A
Procedure B
Probability 1
Probability 2
+
+
.6(.9) = .54
.59
+
_
.6(.1) = .06
.01
-
+
.4(.9) = .36
.30
-
-
.4(.1) = .04
.10
In the output, on the next pages, you see that 35 cases are needed under the
independence assumption, fewer than 35 if there is a positive correlation. The
conservative action to take is to get enough data for the calculation that assumes
independence.
Assuming Independence
Positive Correlation
So, how large is the correlation resulting from the second set of probabilities? I
created the set of data shown below, from the probabilities above, and weighed the
outcomes (A and B) by the frequencies. I then correlated A with B and obtained 0.365,
a medium-sized correlation. Since both variables are binary, this correlation is a phi
coefficient.
Return to Wuensch’s Stats Lessons
Karl L. Wuensch, October, 2011
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