Jm. Legler et al., EFFICIENCY AND POWER OF TESTS FOR MULTIPLE BINARY OUTCOMES, Journal of the American Statistical Association, 90(430), 1995, pp. 680-693
Global tests provide a useful tool for comparing two or more groups wi
th respect to multiple correlated outcomes. We adapt and compare the p
erformance of tests that have been suggested for use with multiple con
tinuous outcomes to the case of multiple binary outcomes. Comparisons
and guidelines are based on asymptotic relative efficiencies (ARE's) a
nd simulations. These results are illustrated using an application fro
m teratology. We extend the work of Lefkopoulou and Ryan to include ge
neral M-group comparisons alternatives where group effects may differ
for each outcome. A concise form for this general class of score tests
is derived. To compute the ARE's for this class of tests, we devise a
useful characterization of the alternative space based on multivariat
e polar coordinates. Our findings indicate that the common outcome eff
ect tests are efficient for a remarkably large range of circumstances.
A simple formula applies to compute the maximum number of unaffected
outcomes that can be included in a set of outcomes for which the commo
n outcome effect tests remain more efficient than those derived under
multidimensional alternatives. For comparison, other global tests are
also considered in the simulations: two tests based on resampling( max
imal and minimal z tests), a rank-sum test, a generalized least square
s test, and a test based on collapsing multiple endpoints to a single
binary outcome. Besides the common outcome effect tests, the resamplin
g tests and the rank-sum test are found to perform very well for the c
ases under consideration.