G. R. Ducharme and Y. Lepage (1986, J. Roy, Statist. Soc. Ser B 48, 197-205
) presented the strong collapsibility of odds ratio in 2 x 2 x K tables. Ho
wever, the concept is not suitable for an ordinal background variable since
it is meaningless to pool nonadjacent levels in this case. In this paper,
we introduce the consecutive collapsibility of odds ratios over an ordinal
background in an I x J x K table and present necessary and sufficient condi
tions for consecutive collapsibility of odds ratios. The conditions are imp
ortant for guiding the possible merging of consecutive levels of the backgr
ound. (C) 2001 Academic Press.