Pk. Bhattacharya et Jl. Gastwirth, Estimation of the odds-ratio in an observational study using bandwidth-matching, J NONPARA S, 11(1-3), 1999, pp. 1-12
In many practical situations, such as incidence of a disease in two groups,
a binary response variate Y depends on the effect of one of two treatments
as well as a covariate X having different distributions under the two trea
tments. For this, consider the model: P(Y-i = 1\x) = p(i)(x). P(Y-i = 0\x)
= q(i)(x), i = 1,2 in the two treatment groups. If the odds-ratio theta(x)
= (p(1)(x)q(2)(x))/(q(1),(x)p(2)(x)) is a constant, then it represents the
treatment effect; otherwise, one can only think of a treatment main effect
in the presence of a treatment-covariate interaction. A bandwidth-matched v
ersion of the Mantel-Haenszel estimator of the odds-ratio is constructed, w
hich is shown to be a consistent estimator of the treatment main effect and
normally distributed in large samples.