On Heterogeneity Tests Based on Efficient Scores
针对多个独立数据集估计同一参数的情形，提出一种基于有效得分的异质性检验改进方法，用一致但非有效的估计量替代整体最大似然估计量，并应用于多个2×2表格中共同比值比的检验。
For cases in which a parameter may be estimated from several independent data sets, Mather (1935) proposed a heterogeneity test based on the efficient scores for the individual data sets evaluated at the overall maximum likelihood estimator. Following Fisher (1946), a modification of the heterogeneity score test is presented wherein a consistent but inefficient estimator of the parameter of interest is substituted for the overall maximum likelihood estimator. The modified test is also derived using the C(α) theory of Neyman (1959). Using the modified procedure, we derive a test for a common odds ratio in several 2×2 tables based on the Mantel-Haenszel estimator.