Log odds ratio variance from a two-by-two table

ID: log-odds-ratio-variance-from-a-two-by-two-table

For two independent binomial distributions with event and nonevent counts and , the odds ratio is . The delta method applied to , whose derivative is , gives a group variance . Substitution of the fitted proportion gives in the first group and in the second. Their independence gives the displayed sum. A normal approximation then gives a confidence interval on the log odds ratio scale; exponentiation produces an odds-ratio interval. Zero cells require another approximation or model.

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