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Suppose my sample comprises 350 instances. Each instance has two independent binary (pos and neg) evaluations, A and B. If my alternative hypothesis is that A is more often positive than B, how would I express whether the difference is statistically significant?


To be more precise on the data: This question came to mind when looking at patient blood serum data. These are 350 blood samples positive against X. Each sample may or may not also be positive against A or B, whereas A and B are both more often positive if X is positive, but biologically are not dependent on one another.

So my initial thought was to look whether A is more often positive than B. In the example it was, A is positive in ~80% and B in ~20%. So I thought about assessing this difference for significance and this is where I got stuck. :)

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    $\begingroup$ X seems irrelevant to your question of whether A is more often positive than B. Unless perhaps you might wish to stratify by X, i.e. ask (1) whether A is more often positive than B when X is positive, then (2) whether A is more often positive than B when X is negative ?? $\endgroup$
    – onestop
    Nov 25, 2010 at 19:52
  • $\begingroup$ X seemed irrelevant to my question, but maybe it's not. Still, the question is more along the line of tossing two coins. If one turns up heads 80% of the time and the other 20% of the time, how can I asses this difference. With the coin I have an assumed probability of 0.5, so maybe this is solved differently, I don't have an assumed probability for my example, unless I deduce one from all samples, whether or not X is positive. $\endgroup$
    – Pascal
    Nov 25, 2010 at 20:24

2 Answers 2

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You are conducting a one-sided test of a difference of proportions. Because all four outcomes--A, not A, B, not B--occur often (70 times or more in this case), the Normal approximation to the Binomial distribution will be just fine. Let $a$ be the number of occurrences of A, $b$ the number of occurrences of B, and $n$ the total sample (about 350). Under the null hypothesis $a = b$ the variance of a single observation is estimated with the combined data, $s^2 = (a+b)/(2n) \cdot (1 - (a+b)/(2n))$. The variances of A and B are estimated as $s^2/n$. The test statistic therefore is

$$z = \frac{a/n - b/n}{\sqrt{s^2/n + s^2/n}}.$$

The p-value equals $1 - \Phi^{-1}(z)$ where $\Phi^{-1}$ is the percentage point function for the standard normal distribution.

For example, with $n = 350$, $a = 280$, and $b = 70$, we estimate $a$ as 0.8, $b$ as 0.2, and $s^2$ as 0.25, giving $z = 15.87$. Obviously that's not due to chance. The result will be equally strong and obvious for any values of $a$, $b$, and $n$ anywhere close to these.

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  • $\begingroup$ In the denominator, isn't it $s^2/n$ instead? Also, do you need to assume independence of A and B for this test? $\endgroup$
    – caracal
    Nov 28, 2010 at 14:35
  • $\begingroup$ @caracal Yes, thanks for catching that error. I have fixed it. (The calculations in the example were nevertheless correct.) Independence of A and B is asserted by the OP in the second sentence of the question. $\endgroup$
    – whuber
    Nov 28, 2010 at 19:19
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Your addendum suggests that A and B are dependent samples since they come from the same "instance", i.e., patient. In that case, I propose the McNemar-Test which tests for a (two-sided) hypothesis of unequal proportions:

> N    <- 350
> A    <- factor(rbinom(N, size=1, p=0.6), labels=c("pos", "neg"))
> B    <- factor(rbinom(N, size=1, p=0.4), labels=c("pos", "neg"))
> cTab <- table(A, B)
> mcnemar.test(cTab, correct=FALSE)   # no continuity correction
        McNemar's Chi-squared test
data:  cTab 
McNemar's chi-squared = 29.1236, df = 1, p-value = 6.79e-08

# alternative - Monte-Carlo permutation test
> library(coin)          # for symmetry_test()
> symmetry_test(cTab, teststat="quad", distribution=approximate(B=9999))
        Approximative General Independence Test
data:  response by groups (A, B) 
         stratified by block 
chi-squared = 29.1236, p-value < 2.2e-16
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  • $\begingroup$ Thanks! That's very good to get me started, I'll see how it goes and then mark it as correct answer when I'm capable to judge this. :) Note I also edited the question a little. $\endgroup$
    – Pascal
    Nov 25, 2010 at 17:46
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    $\begingroup$ I think it's now clear that McNemar's test answers your original question. Fisher's exact test is not relevant here. $\endgroup$
    – onestop
    Nov 25, 2010 at 19:53
  • $\begingroup$ I can use both tests to test the relationship between A and B, Fisher's test tells me whether these are independent indeed, McNemar's seems to be more appropriate when comparing the same measure before and after an event. What I intended to test is more whether A or B have a higher probability, e.g. if I toss two coins 350 times and one turns up heads 80% of the time and the other 20%, how can I calculate the significance of this difference. Sorry for my unclear question. $\endgroup$
    – Pascal
    Nov 25, 2010 at 20:19

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