Marginal Homogeneity test / Stuart-Maxwell test overview

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Marginal Homogeneity test / Stuart-Maxwell test	Two sample $z$ test	$z$ test for the difference between two proportions
Independent variable	Independent/grouping variable	Independent/grouping variable
2 paired groups	One categorical with 2 independent groups	One categorical with 2 independent groups
Dependent variable	Dependent variable	Dependent variable
One categorical with $J$ independent groups ($J \geqslant 2$)	One quantitative of interval or ratio level	One categorical with 2 independent groups
Null hypothesis	Null hypothesis	Null hypothesis
H₀: for each category $j$ of the dependent variable, $\pi_j$ for the first paired group = $\pi_j$ for the second paired group. Here $\pi_j$ is the population proportion in category $j.$	H₀: $\mu_1 = \mu_2$ Here $\mu_1$ is the population mean for group 1, and $\mu_2$ is the population mean for group 2.	H₀: $\pi_1 = \pi_2$ Here $\pi_1$ is the population proportion of 'successes' for group 1, and $\pi_2$ is the population proportion of 'successes' for group 2.
Alternative hypothesis	Alternative hypothesis	Alternative hypothesis
H₁: for some categories of the dependent variable, $\pi_j$ for the first paired group $\neq$ $\pi_j$ for the second paired group.	H₁ two sided: $\mu_1 \neq \mu_2$ H₁ right sided: $\mu_1 > \mu_2$ H₁ left sided: $\mu_1 < \mu_2$	H₁ two sided: $\pi_1 \neq \pi_2$ H₁ right sided: $\pi_1 > \pi_2$ H₁ left sided: $\pi_1 < \pi_2$
Assumptions	Assumptions	Assumptions
Sample of pairs is a simple random sample from the population of pairs. That is, pairs are independent of one another	Within each population, the scores on the dependent variable are normally distributed Population standard deviations $\sigma_1$ and $\sigma_2$ are known Group 1 sample is a simple random sample (SRS) from population 1, group 2 sample is an independent SRS from population 2. That is, within and between groups, observations are independent of one another	Sample size is large enough for $z$ to be approximately normally distributed. Rule of thumb: Significance test: number of successes and number of failures are each 5 or more in both sample groups Regular (large sample) 90%, 95%, or 99% confidence interval: number of successes and number of failures are each 10 or more in both sample groups Plus four 90%, 95%, or 99% confidence interval: sample sizes of both groups are 5 or more Group 1 sample is a simple random sample (SRS) from population 1, group 2 sample is an independent SRS from population 2. That is, within and between groups, observations are independent of one another
Test statistic	Test statistic	Test statistic
Computing the test statistic is a bit complicated and involves matrix algebra. Unless you are following a technical course, you probably won't need to calculate it by hand.	$z = \dfrac{(\bar{y}_1 - \bar{y}_2) - 0}{\sqrt{\dfrac{\sigma^2_1}{n_1} + \dfrac{\sigma^2_2}{n_2}}} = \dfrac{\bar{y}_1 - \bar{y}_2}{\sqrt{\dfrac{\sigma^2_1}{n_1} + \dfrac{\sigma^2_2}{n_2}}}$ Here $\bar{y}_1$ is the sample mean in group 1, $\bar{y}_2$ is the sample mean in group 2, $\sigma^2_1$ is the population variance in population 1, $\sigma^2_2$ is the population variance in population 2, $n_1$ is the sample size of group 1, and $n_2$ is the sample size of group 2. The 0 represents the difference in population means according to the null hypothesis. The denominator $\sqrt{\frac{\sigma^2_1}{n_1} + \frac{\sigma^2_2}{n_2}}$ is the standard deviation of the sampling distribution of $\bar{y}_1 - \bar{y}_2$. The $z$ value indicates how many of these standard deviations $\bar{y}_1 - \bar{y}_2$ is removed from 0. Note: we could just as well compute $\bar{y}_2 - \bar{y}_1$ in the numerator, but then the left sided alternative becomes $\mu_2 < \mu_1$, and the right sided alternative becomes $\mu_2 > \mu_1$.	$z = \dfrac{p_1 - p_2}{\sqrt{p(1 - p)\Bigg(\dfrac{1}{n_1} + \dfrac{1}{n_2}\Bigg)}}$ Here $p_1$ is the sample proportion of successes in group 1: $\dfrac{X_1}{n_1}$, $p_2$ is the sample proportion of successes in group 2: $\dfrac{X_2}{n_2}$, $p$ is the total proportion of successes in the sample: $\dfrac{X_1 + X_2}{n_1 + n_2}$, $n_1$ is the sample size of group 1, and $n_2$ is the sample size of group 2. Note: we could just as well compute $p_2 - p_1$ in the numerator, but then the left sided alternative becomes $\pi_2 < \pi_1$, and the right sided alternative becomes $\pi_2 > \pi_1.$
Sampling distribution of the test statistic if H₀ were true	Sampling distribution of $z$ if H₀ were true	Sampling distribution of $z$ if H₀ were true
Approximately the chi-squared distribution with $J - 1$ degrees of freedom	Standard normal distribution	Approximately the standard normal distribution
Significant?	Significant?	Significant?
If we denote the test statistic as $X^2$: Check if $X^2$ observed in sample is equal to or larger than critical value $X^{2*}$ or Find $p$ value corresponding to observed $X^2$ and check if it is equal to or smaller than $\alpha$	Two sided: Check if $z$ observed in sample is at least as extreme as critical value $z^$ or Find two sided $p$ value corresponding to observed $z$ and check if it is equal to or smaller than $\alpha$ Right sided: Check if $z$ observed in sample is equal to or larger than critical value $z^$ or Find right sided $p$ value corresponding to observed $z$ and check if it is equal to or smaller than $\alpha$ Left sided: Check if $z$ observed in sample is equal to or smaller than critical value $z^*$ or Find left sided $p$ value corresponding to observed $z$ and check if it is equal to or smaller than $\alpha$	Two sided: Check if $z$ observed in sample is at least as extreme as critical value $z^$ or Find two sided $p$ value corresponding to observed $z$ and check if it is equal to or smaller than $\alpha$ Right sided: Check if $z$ observed in sample is equal to or larger than critical value $z^$ or Find right sided $p$ value corresponding to observed $z$ and check if it is equal to or smaller than $\alpha$ Left sided: Check if $z$ observed in sample is equal to or smaller than critical value $z^*$ or Find left sided $p$ value corresponding to observed $z$ and check if it is equal to or smaller than $\alpha$
n.a.	$C\%$ confidence interval for $\mu_1 - \mu_2$	Approximate $C\%$ confidence interval for $\pi_1 - \pi_2$
-	$(\bar{y}_1 - \bar{y}_2) \pm z^* \times \sqrt{\dfrac{\sigma^2_1}{n_1} + \dfrac{\sigma^2_2}{n_2}}$ where the critical value $z^$ is the value under the normal curve with the area $C / 100$ between $-z^$ and $z^$ (e.g. $z^$ = 1.96 for a 95% confidence interval). The confidence interval for $\mu_1 - \mu_2$ can also be used as significance test.	Regular (large sample): $(p_1 - p_2) \pm z^* \times \sqrt{\dfrac{p_1(1 - p_1)}{n_1} + \dfrac{p_2(1 - p_2)}{n_2}}$ where the critical value $z^$ is the value under the normal curve with the area $C / 100$ between $-z^$ and $z^$ (e.g. $z^$ = 1.96 for a 95% confidence interval) With plus four method: $(p_{1.plus} - p_{2.plus}) \pm z^* \times \sqrt{\dfrac{p_{1.plus}(1 - p_{1.plus})}{n_1 + 2} + \dfrac{p_{2.plus}(1 - p_{2.plus})}{n_2 + 2}}$ where $p_{1.plus} = \dfrac{X_1 + 1}{n_1 + 2}$, $p_{2.plus} = \dfrac{X_2 + 1}{n_2 + 2}$, and the critical value $z^$ is the value under the normal curve with the area $C / 100$ between $-z^$ and $z^$ (e.g. $z^$ = 1.96 for a 95% confidence interval)
n.a.	Visual representation	n.a.
-		-
n.a.	n.a.	Equivalent to
-	-	When testing two sided: chi-squared test for the relationship between two categorical variables, where both categorical variables have 2 levels.
Example context	Example context	Example context
Subjects are asked to taste three different types of mayonnaise, and to indicate which of the three types of mayonnaise they like best. They then have to drink a glass of beer, and taste and rate the three types of mayonnaise again. Does drinking a beer change which type of mayonnaise people like best?	Is the average mental health score different between men and women? Assume that in the population, the standard devation of the mental health scores is $\sigma_1 = 2$ amongst men and $\sigma_2 = 2.5$ amongst women.	Is the proportion of smokers different between men and women? Use the normal approximation for the sampling distribution of the test statistic.
SPSS	n.a.	SPSS
Analyze > Nonparametric Tests > Legacy Dialogs > 2 Related Samples... Put the two paired variables in the boxes below Variable 1 and Variable 2 Under Test Type, select the Marginal Homogeneity test	-	SPSS does not have a specific option for the $z$ test for the difference between two proportions. However, you can do the chi-squared test instead. The $p$ value resulting from this chi-squared test is equivalent to the two sided $p$ value that would have resulted from the $z$ test. Go to: Analyze > Descriptive Statistics > Crosstabs... Put your independent (grouping) variable in the box below Row(s), and your dependent variable in the box below Column(s) Click the Statistics... button, and click on the square in front of Chi-square Continue and click OK
n.a.	n.a.	Jamovi
-	-	Jamovi does not have a specific option for the $z$ test for the difference between two proportions. However, you can do the chi-squared test instead. The $p$ value resulting from this chi-squared test is equivalent to the two sided $p$ value that would have resulted from the $z$ test. Go to: Frequencies > Independent Samples - $\chi^2$ test of association Put your independent (grouping) variable in the box below Rows, and your dependent variable in the box below Columns
Practice questions	Practice questions	Practice questions

Marginal Homogeneity test / Stuart-Maxwell test - overview