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ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2004/iii/paper-37/2/ii/solution
Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 37 2 ii Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
Use the logit link and independent counts . This gives a grouped-binomial logistic regression with 24 cells and 13 free coefficients: an intercept, 11 centre contrasts, and one period contrast. Reference treatment coding makes the intercept the log odds for Centre 1 in the earlier of the two included periods. The two factors are assumed to have been coded as specified in the question.
The binomial log-likelihood, apart from known constants, isMaximize by Fisher scoring or iteratively reweighted least squares. Using response proportions with binomial trial weights is equivalent to using the count response ; omitting those weights would give the wrong likelihood and standard errors. The coefficient covariance matrix is approximately the inverse of .
The fitted reference log odds are , and the period change is , givingThese are fitted probabilities under a common period effect, so they need not equal the separate empirical proportions at Centre 1. The estimated period odds ratio isThus the later-period death odds are estimated to be about 35% lower at each centre, with strong evidence of a period effect: the normal Wald statistic is . The displayed “t value” is a coefficient divided by its standard error; with fixed binomial dispersion its usual large-sample calibration is standard normal, not a Student distribution with an estimated Gaussian-error variance. The odds ratio is not a mortality probability ratio.
Each centre coefficient is a log odds ratio relative to Centre 1, adjusted for period. All its point estimates are negative, so all other centres have lower fitted mortality probabilities in either period. For example, Centre 11's odds ratio is , or about times greater odds at Centre 1 than at Centre 11. Individual unadjusted two-sided Wald tests find significant differences at the 5% level for centres 2, 4, 6, 7, 8, 9, 11 and 12; the coefficients for 3, 5 and 10 do not individually reach that threshold. These separate tests are correlated comparisons against a common reference and should not be presented as 11 independent discoveries without considering multiple testing. They adjust only for time period, not for differing patient case mix.
For fit assessment, the residual binomial deviance is on statistical degrees of freedom. Its upper tail is approximately , so there is no appreciable evidence of lack of fit to these binomial cell counts. In particular, comparing with a saturated centre-by-period model gives this same deviance and 11 additional parameters; the data do not strongly require a centre-period interaction. The moderate deviance residuals are consistent with that assessment, although a residual plot by centre and period would be more informative than the five-number summary alone.
The reduction from null to fitted deviance isIt tests the 12 centre-and-period coefficients jointly against an intercept-only model, with reference and . It is not a centre-only test adjusted for period. For that test, fit the period-only model and compare its deviance with the full fit: the pooled binomial probabilities in each period give deviance , soThus centre heterogeneity persists after allowing for period. Dispersion one is the stipulated binomial variance, and the five scoring iterations describe numerical convergence rather than statistical evidence. The fitted associations alone do not establish a causal difference in surgical quality.
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