Hirji K F, Tan S J, Elashoff R M
Department of Biomathematics, School of Medicine, University of California, Los Angeles 90024-1766.
Stat Med. 1991 Jul;10(7):1137-53. doi: 10.1002/sim.4780100713.
The use of the Fisher exact test for comparing two independent binomial proportions has spawned an extensive controversy in the statistical literature. Many critics have faulted this test for being highly conservative. Partly in response to such criticism, some statisticians have suggested the use of a modified, non-randomized version of this test, namely the mid-P-value test. This paper examines the actual type I error rates of this test. For both one-sided and two-sided tests, and for a wide range of sample sizes, we show that the actual levels of significance of the mid-P-test tend to be closer to the nominal level as compared with various classical tests. The computational effort required for the mid-P-test is no more than that needed for the Fisher exact test. Further, the basis for its modification is a natural adjustment for discreteness; thus the test easily generalizes to r x c contingency tables and other discrete data problems.
在统计文献中,使用费舍尔精确检验来比较两个独立二项比例引发了广泛的争议。许多批评者指责该检验过于保守。部分是为了回应此类批评,一些统计学家建议使用此检验的一种修正的、非随机化版本,即中P值检验。本文研究了该检验的实际一类错误率。对于单侧检验和双侧检验,以及在广泛的样本量范围内,我们表明与各种经典检验相比,中P值检验的实际显著性水平往往更接近名义水平。中P值检验所需的计算量不超过费舍尔精确检验所需的计算量。此外,其修正的基础是对离散性的自然调整;因此该检验很容易推广到r×c列联表和其他离散数据问题。