Abstract
This paper compares the procedures based on the extended quasi-likelihood, pseudo-likelihood and quasi-likelihood approaches for testing homogeneity of several proportions for over-dispersed binomial data. The type I error of the Wald tests using the model-based and robust variance estimates, the score test, and the extended quasi-likelihood ratio test (deviance reduction test) were examined by simulation. The extended quasi-likelihood method performs less well when mean responses are close to 1 or 0. The model-based Wald test based on the quasi-likelihood performs the best in maintaining the nominal level. The score test performs less well when the intracluster correlations are large or heterogeneous. In summary: (i) both the quasilikelihood and pseudo-likelihood methods appear to be acceptable but care must be taken when overfitting a variance function with small sample sizes; (ii) the extended quasi-likelihood approach is the least favourable method because its nominal level is much too high; and (iii) the robust variance estimator performs poorly, particularly when the sample size is small.
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Chen, J.J., Ahn, H. & Cheng, K.F. Comparison of some homogeneity tests in analysis of over-dispersed binomial data. Environ Ecol Stat 1, 315–324 (1994). https://doi.org/10.1007/BF00469428
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DOI: https://doi.org/10.1007/BF00469428