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Chunpeng Fan , Lin Wang, and Lynn Wei

Department of Biostatistics and Programming, Sanofi US Inc.

Abstract

This article rigorously proves superiority of the proportion 2 test to the logistic regression

Wald test in terms of power when comparing two rates, despite their asymptotic equivalence

under the null hypothesis that the two rates are equal.

Corresponding author: Chunpeng.Fan@sanofi.com

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1 Introduction

Comparative analysis of two rates is a characteristic problem in the study of the occurrence of

illness (epidemiology) and in many other investigative contexts. When the compared rates take the

form of proportions, each empirical rate (p) expresses the number of cases (r) as a proportion

of the number of subjects (n): p = r/n. For a review of making statistical inference for the

comparative tests for two rates, we refer to Miettinen and Nurminen (1985).

When comparing two rates, two traditional tests can be used: the proportion 2 test and the

logistic regression Wald test. Asymptotic control of the Type I error rates of both these two tests

under the null hypothesis that the two rates are equal has been intensively investigated and well

documented in literature including Fienberg (1980), Venables and Ripley (2002), and many other

statistical textbooks.

Although the major advantage of the proportion 2 test is that it can handle stratified analysis for

comparing multiple rates and the major advantage of the logistic regression is that it can incorporate

discrete and continuous covariates, both are valid for comparing two rates, which represents their

applications in this simple case.

Although it can be easily shown that the proportion 2 test and the logistic regression Wald

test are asymptotically equivalent under the null hypothesis that the two rates are equal, under the

alternative hypothesis, they may lead to different inference. Therefore it would be important to

know which of them may be superior together with the corresponding conditions.

The rest of the article is organized as the follows. Section 2 gives explicit forms of the propor-

tion 2 test and the logistic regression Wald test when comparing two rates, and also rigorously

derives superiority of the proportion 2 test in terms of power. Section 3 numerically shows the

difference between these two tests in selected scenarios, and also uses an illustrative phase II clin-

ical trial to show possible different conclusions that may result. Conclusions and discussion are in

Section 4. The straightforward but mathematically tedious proof of the main theorem is provided

in the Appendix.

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regression Wald test in a two-sample setting

Assume we have two binary random variables X1 and X2 with means E(X1 ) = p1 and E(X2 ) = p2 ,

respectively. In a study with n1 independent random subjects from X1 in which there are r1 cases

and n2 from X2 with r2 cases, the null hypothesis H0 : p1 = p2 can be tested using two tests: the

proportion 2 test and the logistic regression Wald test.

With such a two-sample study, as derived in section 2.1 of Fienberg (1980), the test statistic

of the proportion 2 test is Prop = ZProp

2

, where ZProp can be expressed as

| p2 p1 |

ZProp = q , (1)

p(1 p)(n1 1

1 + n2 )

then

where 21 denotes a random variable that follows a 2 -distribution with 1 degree of freedom

and (z) denotes the cumulative density function (CDF) of a standard normal distribution. Writ-

ing the proportion 2 test in such a z-test format facilitates direct comparison with the logistic

regression Wald test below.

Meanwhile, the corresponding logistic regression can be expressed by jointly considering

E(X1 ) = p1 , E(X2 ) = p2 , and

! !

p1 p2

log = 0 , log = 0 + 1 ,

1 p1 1 p2

where 0 and 1 are two regression coefficients. The two-sided logistic regression Wald test statistic

for H0 : p1 = p2 can be expressed as

|1 |

ZLogistic = q .

c 1 )

Var(

In such a two-sample study, 1 and Var(

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! !

p2 p1

1 = log log , and

1 p2 1 p1

c 1 ) = 1 1

Var( + ;

n1 p1 (1 p1 ) n2 p2 (1 p2 )

ZLogistic can thus be explicitly written as

| log{ p2 /(1 p2 )} log{ p1 /(1 p1 )}|

ZLogistic = p , (2)

{n1 p1 (1 p1 )}1 + {n2 p2 (1 p2 )}1

and the corresponding p-value is then

Although ZProp and ZLogistic are asymptotically equivalent under the null hypothesis H0 : p1 = p2

in the sense that

which can be obtained by simple derivations (trivial details omitted here), under the alternative

hypothesis Ha : p1 , p2 , they may lead to different inference. Therefore it would be important to

know which of them may be superior together with the corresponding conditions.

To this purpose, the following Theorem 1 establishes the fact that the proportion 2 test is

always superior to the logistic regression Wald test. Its straightforward but mathematically te-

dious proof extensively utilizes the property of parabolas (quadratic polynomials), and is in the

Appendix.

Note that Theorem 1 only requires p1 , p2 , instead of p1 , p2 . This means that regardless

under the null or the alternative hypothesis, as long as p1 , p2 , the test statistic of the proportion 2

test, ZProp , is greater than that of the logistic regression Wald test, ZLogistic . However, asymptotically,

both of them can still appropriately control the Type I error rate at the desired nominal level which

can be derived from their asymptotic equivalence under the null hypothesis. Subsequently, the

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Results in Theorem 1 and Corollary 1 suggest that, in finite sample studies, the proportion 2

test is always superior to the logistic regression Wald test in terms of power.

3 Numerical assessments

Numerical comparisons between the proportion 2 test statistic ZProp and the logistic regression

Wald test statistic ZLogistic were conducted in selected scenarios. These comparisons were to numer-

ically illustrate the difference between ZProp and ZLogistic .

As an illustration, we assumed n1 = n2 = 30, 50, or 100; p1 = 0.1, 0.3, or 0.5; and p2 between

0 to 1 by 0.01. For each selection of n1 = n2 , p1 , and p2 , the proportion 2 test statistic ZProp

and the logistic regression Wald test statistic ZLogistic could be calculated using formulas (1) and

(2), respectively. Figure 1 below shows the difference between ZProp and ZLogistic , while all the

calculated test statistic values are displayed in Figure 4 in Appendix B.

Results in Figure 1 confirm that ZProp ZLogistic > 0 in all cases, and also show that the difference

is more visible when the difference between p1 and p2 is relatively large.

Numerical comparisons between the empirical power of the proportion 2 test and the logistic

regression Wald test were conducted in selected scenarios. As an illustration, we still assumed

n1 = n2 = 30, 50, or 100; p1 = 0.1, 0.3, or 0.5; and p2 being 0.01, 0.05 to 0.95 by 0.05.

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For each combination of n1 , n2 , p1 , and p2 , n1 binary random samples with mean p1 and another

n2 binary random samples with mean p2 were generated. For such generated data, estimators of

the two rates were then calculated and denoted as p1 and p2 . The corresponding test statistics, ZProp

and ZLogistic , were calculated subsequently.

In this calculation, when p1 or p2 equals 0 or 1, ZProp or ZLogistic may not be well defined and

therefore some special handling is needed. The following handling was carried out:

1. When p1 = p2 = 0 or p1 = p2 = 1, ZProp is not well defined and its value was imputed as

0 which is its limiting value when p1 = 0 and p2 0 or p1 = 1 and p2 1 (trivial proof

omitted) and such a value indicates no difference between the two rates; the corresponding

p-valueProp = 1;

2. When p1 = 0 or 1, or p2 = 0 or 1, ZLogistic is not well defined and its value was imputed

as 0 which is its limiting value when p1 0 or 1, or p2 0 or 1; this statement can be

derived using the LHopitals rule (details of the proof are available upon request from the

corresponding author); and the corresponding p-valueLogistic = 1;

Repeat this process for 10,000 times. For each of these two tests, the rejection rates for the tests

with nominal level 5% can be calculated by counting the proportion of generated data that give a

p-value less than 0.05 in the 10,000 generated data sets. Under the null hypothesis H0 : p1 = p2 ,

such rejection rates are just empirical Type I error rates; while under the alternative hypothesis,

these rejection rates are powers. Figure 2 below shows the difference between PowerProp and

PowerLogistic , while all the power values are displayed in Figure 5 in Appendix B.

Results in Figure 2 confirm that PowerProp PowerLogistic > 0 in all cases, and also show that the

difference is more visible when p1 or p2 is close to 0 or 1.

3.3 Example

A 12-week phase II rheumatoid arthritis clinical trial is used to illustrate applications of the meth-

ods. See ? for the study design and the conduct of such studies. In this study, the ACR20 responder

status (the status of achieving/not achieving 20% improvement based on the American College of

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Rheumatology criteria) is used to measure the treatment effects to the improvement in signs and

symptoms of rheumatoid arthritis.

The illustrative clinical trial has 34 randomized patients in each arm: the active treatment (Trt

A) and the placebo (Placebo). There are 16 responders in the Placebo group and 24 responders

in Trt A, while the rest are non-responders. The two response rates can be compared using the

proportion 2 test or the logistic regression Wald test. The test statistics and the corresponding

p-values by each of these two tests can be calculated using formulas (1) and (2), or software such

as R (R Development Core Team 2008) or SASr (2008). Results by all three methods are reported

in Table 1.

Results in Table 1 show that in this illustrative study, the proportion 2 test gives a smaller

p-value (p-valueProp = 0.0487) than the logistic regression Wald test (p-valueLogistic = 0.0513).

For statisticians, such close p-values may not indicate different statistical inference. How-

ever in practice, when a predefined hierarchical gatekeeping procedure is employed to control the

family-wise error rate (FWER) which requires a predefined cutoff for each test in the hierarchy,

with a commonly selected cutoff 0.05, a p-valueProp of 0.0487 will warrant the achievement of

the current endpoint and allow assessments of subsequent endpoints, but a p-valueLogistic of 0.0513

stops the hierarchical testing procedure and none of the subsequent endpoints can even be as-

sessed, therefore having no chance to be claimed statistically significance. The superiority of the

proportion 2 test may gain much advantage in such borderline scenarios.

In conclusion, we rigorously prove the proportion 2 test is superior to the logistic regression Wald

test in terms of power when comparing two rates, despite their asymptotic equivalence under the

null hypothesis that the two rates are equal.

Results in Theorem 1 also indicate that the Type I error rate of the proportion 2 test is larger

than that of the logistic regression Wald test. Besides theoretical justifications that both these two

tests can asymptotically control the Type I error rate under the null hypothesis (Fienberg 1980;

Venables and Ripley 2002), further simulation studies were also conducted (results omitted) and

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numerically confirmed appropriate Type I error rate control of both tests, although the logistic

regression Wald test is more conservative than the proportion 2 test and may be too conservative

when p1 = p2 are close to 0 or 1.

A simple derivation can show that the proportion 2 test is very close to the Cochran-Mantel-

Haenszel (CMH) test without stratification, with a multiplication factor of (n 1)/n difference in

the test statistics (the proportion 2 test statistic is larger). Therefore the CMH test statistic may be

larger or smaller than the logistic regression Wald test statistic, depending on the values of n1 , n2 ,

p1 , and p2 . Since the CMH test is commonly used to analyze data in stratified studies, comparisons

between the CMH test and the logistic regression Wald test in stratified studies may warrant future

research.

Results in Section 3.1 confirm that ZProp > ZLogistic in all cases, and also show that the difference

between ZProp and ZLogistic is more visible when the difference between p1 and p2 is relatively large.

The reason why their difference is marginal is that under the null and also the local alternative

hypotheses where the difference between p1 and p2 is in the order of O(n1/2 ), the proportion 2

test and the logistic regression Wald test are asymptotically equivalent (trivial details omitted).

Their difference is therefore more visible when the difference between p1 and p2 is relatively large.

Although simulation studies in Sections 3.1 and 3.2 only investigated scenarios with equal

sample sizes, say n1 = n2 , similar findings can be obtained in scenarios with unequal sample sizes

(simulation results omitted).

Without loss of generality, we assume p2 > p1 . Then ZProp > ZLogistic in Theorem 1 can be written as

p2 p1 log{ p2 /(1 p2 )} log{ p1 /(1 p1 )}

q > p . (3)

1 1

p(1 p)(n1 + n2 ) {n 1 p 1 (1 p 1 )} 1 + {n p (1 p )}1

2 2 2

For simplicity in notation, in the entire proof below, we eliminate the hat on p1 , p2 , and p, and

write the inequality (3) as

p 2 p1 log{p2 /(1 p2 )} log{p1 /(1 p1 )}

q > p . (4)

1 1

p(1 p)(n1 + n2 ) {n 1 p 1 (1 p 1 )} 1 + {n p (1 p )}1

2 2 2

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To prove (4), we first prove the following Lemma 1 that will be used multiple times.

Lemma 1. Let R denote the set of real numbers. For any x R, (1 e x )2 e x x2 > 0.

X X

x xn x (1)n xn

e = and e = .

n=0

n! n=0

n!

Then

nX

x 2 x 2 x x x 2 xn X (1)n xn

x

o

(1 e ) e x = e (e + e 2 x ) = e + 2 x2

n=0

n! n=0 n!

nX o X

2x2m 2x2m

= ex 2 x2 = e x > 0,

m=0

(2m)! m=2

(2m)!

since (2x2m )/(2m)! = 2 when m = 0 and (2x2m )/(2m)! = x2 when m = 1.

Denote t = n1 /n2 > 0. Then it is easy to see n = (1 + t)n2 , p = (tp1 + p2 )/(1 + t). Also denote

(p2 p1 ) n2 t D n2

(4) r > p

tp1 + p2 tp1 + p2 {tp1 (1 p1 )}1 + {p2 (1 p2 )}1

1 (t + 1)

1+t 1+t

n 1 t o (tp1 + p2 ){t(1 p1 ) + (1 p2 )}

(p2 p1 )2 + > D2

p1 (1 p1 ) p2 (1 p2 ) 1+t

n (p2 p1 )2 o

t2 p1 (1 p1 )D2

p2 (1 p2 )

h n 1 1 o i

+t (p2 p1 )2 + (p1 + p2 2p1 p2 )D2

p1 (1 p1 ) p2 (1 p2 )

(p2 p1 ) 2

+ p2 (1 p2 )D2 > 0. (5)

p1 (1 p1 )

Now we denote

(p2 p1 )2

A = p1 (1 p1 )D2 ,

p2 (1 p2 )

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n 1 1 o

B = (p2 p1 )2 + (p1 + p2 2p1 p2 )D2 ,

p1 (1 p1 ) p2 (1 p2 )

(p2 p1 )2

C = p2 (1 p2 )D2 . (6)

p1 (1 p1 )

Now we only need to prove inequality (7) holds for all t > 0 and any fixed p1 and p2 . To

achieve this aim, we first prove the following Lemma 2.

and q2 = q1 eD .

Now A can be simplified as

q2 q1 2

1 + q2 1 + q1 q1

A = q2 2

D2

(1 + q1 )

(1 + q2 )2

q1 n (q2 q1 )2 2

o

= D

(1 + q1 )2 q 1 q2

q1 n (e 1)2

D o

2

= D

(1 + q1 )2 eD

q1

= D {(1 eD )2 eD D2 } > 0

e (1 + q1 )2

by Lemma 1.

C > 0 follows the fact that C = A p2 (1 p2 )/{p1 (1 p1 )}.

Based on theory for quadratic polynomials, the vertex of the quadratic function f (t) is

B B2 4AC

(t, f (t)) = , .

2A 4A

Since A > 0, the parabola f (t) opens upward and there are two different scenarios for the axis of

symmetry of f (t):

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Scenario 1. B 0. In this case, the axis of symmetry B/(2A) 0. Since f (0) = C > 0 by

Lemma 2, it is easy to see that f (t) > 0 for all t > 0. This scenario is displayed in the left panel of

Figure 3.

Scenario 2. B < 0. In this case, the axis of symmetry B/(2A) > 0. Therefore to guarantee

f (t) > 0 for all t > 0, the y-coordinate of the vertex needs to be positive; that is, (B2 4AC)/(4A) >

0 (right panel of Figure 3) which is equivalent to B2 4AC < 0.

Since B < 0, B2 4AC < 0 is equivalent to B > 2 AC. So we only need to prove B+2 AC >

0. To achieve this aim, we first write B using notations q1 , q2 , and D that are introduced in Lemma

2.

n 1 1 o

B = (p2 p1 )2 + (p1 + p2 2p1 p2 )D2

p1 (1 p1 ) p2 (1 p2 )

q2 q1 2 n (1 + q1 )2 (1 + q2 )2 o n q1 q2 2q1 q2 o

= + + D2

1 + q2 1 + q1 q1 q2 1 + q1 1 + q2 (1 + q1 )(1 + q2 )

1 h (q2 q1 )2 n (1 + q1 )2 (1 + q2 )2 o i

= + (q1 + q2 )D2

(1 + q1 )(1 + q2 ) (1 + q1 )(1 + q2 ) q1 q2

1 h

= (q2 q1 )2 {q2 (1 + q1 )2 + q1 (1 + q2 )2 }

q1 q2 (1 + q1 )2 (1 + q2 )2

i

q1 q2 (1 + q1 )(1 + q2 )(q1 + q2 )D2

q21 h

= (1 eD )2 {eD (1 + q1 )2 + (1 + eD q1 )2 }

q2 (1 + q1 )2 (1 + q2 )2

i

eD (1 + eD )(1 + q1 )(1 + eD q1 )D2

q1 h

= D 2 2

q21 {eD (1 + eD )(1 eD )2 e2D (1 + eD )D2 }

e (1 + q1 ) (1 + q2 )

+q1 {4eD (1 eD )2 eD (1 + eD )2 D2 } + {(1 + eD )(1 eD )2 eD (1 + eD )D2 }.

p n (p2 p1 )2 o

2 AC = 2 p1 (1 p1 )p2 (1 p2 ) D2

p1 (1 p1 )p2 (1 p2 )

2q1 e D/2 n (q2 q1 )2 o

= D2

(1 + q1 )(1 + q2 ) q1 q2

n o

D (1 e )

D 2

q1 3D/2 2

= D 2e (1 + q 1 )(1 + q1 e ) D

e (1 + q1 )2 (1 + q2 )2 eD

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n o

3D/2 (1 e )

D 2

q1 2 5D/2 3D/2 D 2

= {q 1 2e + q 1 2e (1 + e ) + 2e } D

eD (1 + q1 )2 (1 + q2 )2 eD

Denote

n (1 eD )2 o

A1 = eD (1 + eD )(1 eD )2 e2D (1 + eD )D2 + 2e5D/2 D2 ,

eD

n (1 eD )2 o

B1 = 4eD (1 eD )2 eD (1 + eD )2 D2 + 2e3D/2 (1 + eD ) D 2

,

eD

n (1 eD )2 o

C1 = (1 + eD )(1 eD )2 eD (1 + eD )D2 + 2e3D/2 D 2

. (8)

eD

B + 2 AC can be written as

q1

B + 2 AC = (A1 q21 + B1 q1 + C1 ).

eD (1 2

+ q1 ) (1 + q2 )2

It would be sufficient to prove that for any fixed D, g(q1 ) > 0 for all q1 to establish B + 2 AC > 0

for any D > 0 and q1 > 0, where

g(q1 ) = A1 q21 + B1 q1 + C1 .

To this aim, it will be sufficient to prove that, for any fixed D, A1 > 0 and B21 4A1C1 < 0

since, in this case, the parabola g(q1 ) opens upward (A1 > 0) and the y-coordinate of its vertex

(4A1C1 B21 )/(4A1 ) is positive.

To prove A1 > 0 and B21 4A1C1 < 0, we first simplify A1 , B1 , and C1 as the follows.

A1 = eD (1 + eD/2 )2 {(1 eD )2 eD D2 },

C1 = (1 + eD/2 )2 {(1 eD )2 eD D2 }.

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h i

B21 4A1C1 = eD (1 + eD/2 )4 {2(1 eD )2 eD/2 (1 + eD )D2 }2 4{(1 eD )2 eD D2 }2

h i

= eD (1 + eD/2 )4 D2 {eD (1 + eD )2 4e2D }D2 4eD/2 (1 eD )2 {(1 + eD ) 2eD/2 }

h i

= eD (1 + eD/2 )4 D2 4eD/2 (1 eD )2 (1 eD/2 )2 eD (1 eD )2 D2

by Lemma 1.

This completes the proof.

1. When B 0 for B defined in (6), by Lemma 2, A > 0 and C > 0, and therefore f (t) > 0 for

all t > 0 with f (t) defined in (7); this proves inequality (4).

2. When B < 0, after proving that A1 > 0 and B21 4A1C1 < 0 for A1 , B1 , and C1 defined in (8),

we have g(q1 ) > 0 for any q1 R, and therefore B + 2 AC > 0 for any D > 0 and q1 > 0.

This further gives that (B2 4AC)/(4A) > 0, together with A > 0, we conclude that the

parabola f (t) opens upward with a positive y-coordinate of the vertex. Then f (t) > 0 for all

t R.

This indicates that for any fixed t = n1 /n2 > 0, p1 > 0 and p2 > 0, f (t) > 0; and by the fact that

(4) is equivalent to f (t) > 0, inequality (4) holds.

Figures 4 and 5 display the test statistics and powers, respectively, that were obtained under the

settings in Section 3.

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Acknowledgements

The authors wish to thank the anonymous Associate Editor and two referees for constructive sug-

gestions and comments that substantially improved the original version of this article.

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References

Fienberg, S. E. (1980). The Analysis of Cross-Classified Categorical Data

. MIT Press, Cambridge,

MA, second edition.

McCullagh, P. and Nelder, J. A. (1989). Generalized Linear Models. Chapman and Hall/CRC,

Boca Raton, second edition.

Miettinen, O. and Nurminen, M. (1985). Comparative analysis of two rates. Statistics in Medicine

4, 213226.

R Development Core Team (2008). R: A Language and Environment for Statistical Computing. R

Foundation for Statistical Computing, Vienna, Austria. ISBN 3-900051-07-0.

Venables, W. N. and Ripley, B. D. (2002). Modern Applied Statistics with S. Springer-Verlag Inc,

New York.

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Table 1: Test statistics and the corresponding p-values by the proportion 2 test or the logistic

regression Wald test

Proportion 2 test Logistic regression Wald test

Method ZProp p-valueProp Method ZLogistic p-valueLogistic

Equation Equation (1) 1.9712 0.0487 Equation (2) 1.9490 0.0513

R prop.test 1.9712 0.0487 glm 1.9490 0.0513

SASr PROC FREQ 1.9712 0.0487 PROC GENMOD 1.9490 0.0513

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n1=n2=100,p1=0.1 n1=n2=100,p1=0.3 n1=n2=100,p1=0.5

6

4

2

ZProp - ZLogistic

0

n1=n2=50,p1=0.1 n1=n2=50,p1=0.3 n1=n2=50,p1=0.5

6

4

2

0

n1=n2=30,p1=0.1 n1=n2=30,p1=0.3 n1=n2=30,p1=0.5

6

4

2

0

0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0

p2

Figure 1: Numerical comparisons between ZProp and ZLogistic : ZProp ZLogistic > 0 in all cases, and the

difference is more visible when the difference between p1 and p2 is relatively large.

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n1=n2=100,p1=0.1 n1=n2=100,p1=0.3 n1=n2=100,p1=0.5

0.6

PowerProp PowerLogistic

0.4

0.2

0.0

n1=n2=50,p1=0.1 n1=n2=50,p1=0.3 n1=n2=50,p1=0.5

0.6

0.4

0.2

0.0

n1=n2=30,p1=0.1 n1=n2=30,p1=0.3 n1=n2=30,p1=0.5

0.6

0.4

0.2

0.0

0.0 0.2 0.4 0.6 0.8 0.0 0.2 0.4 0.6 0.8

p2

Figure 2: Numerical comparisons between PowerProp and PowerLogistic : PowerProp PowerLogistic > 0 in

all cases; the difference is more visible when p1 or p2 is close to 0 or 1.

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f (t ) y = f (t ) y = f (t ) f (t )

B f (0) = C f (0) = C

2A x =t

(0,0) B2- 4AC

4A

x =t

B2- 4AC B

(0,0)

4A 2A

Left Panel: Scenario 1, B 0. In this case, since the axis of symmetry B/(2A) 0 and

f (0) = C > 0, f (t) > 0 for all t > 0.

Right Panel: Scenario 2, B < 0. In this case, since the axis of symmetry B/(2A) > 0, the

y-coordinate of the vertex should be positive (that is, (B2 4AC)/(4A) > 0) to guarantee

f (t) > 0 for all t > 0.

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n1=n2=100,p1=0.1 n1=n2=100,p1=0.3 n1=n2=100,p1=0.5

10

5

ZProp or ZLogistic

0

n1=n2=50,p1=0.1 n1=n2=50,p1=0.3 n1=n2=50,p1=0.5

10

5

0

n1=n2=30,p1=0.1 n1=n2=30,p1=0.3 n1=n2=30,p1=0.5

10

5

0

0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0

p2

ZProp ZLogistic

Figure 4: Numerical comparisons between the test statistics ZProp and ZLogistic

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20

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Rejection rates of 5% test

n1=n2=100,p1=0.1 n1=n2=100,p1=0.3 n1=n2=100,p1=0.5

0.8

0.4

0.0

n1=n2=50,p1=0.1 n1=n2=50,p1=0.3 n1=n2=50,p1=0.5

0.8

0.4

0.0

n1=n2=30,p1=0.1 n1=n2=30,p1=0.3 n1=n2=30,p1=0.5

0.8

0.4

0.0

0.0 0.2 0.4 0.6 0.8 0.0 0.2 0.4 0.6 0.8

p2

PowerProp PowerLogistic

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