D. Kim et A. Agresti, IMPROVED EXACT INFERENCE ABOUT CONDITIONAL ASSOCIATION IN 3-WAY CONTINGENCY-TABLES, Journal of the American Statistical Association, 90(430), 1995, pp. 632-639
We propose modified exact inferential methods for contingency tables.
Ordinary ''exact'' inference is conservative, because of the discreten
ess. For estimating a common odds ratio in several 2 X 2 tables, two m
odifications of the ordinary ''exact'' confidence interval maintain at
least a fixed confidence level but tend to be much narrower. One appr
oach inverts results of a test with a modified P value utilizing the t
est statistic and table probabilities. The second approach inverts one
two-sided test rather than two one-sided tests. This approach is much
less conservative when the true odds ratio is relatively small or lar
ge. We also generalize results of Cohen and Sackrowitz and relate modi
fied P values to construction of exact, unbiased, and admissible tests
for an ordinal alternative to conditional independence.