On the asymptotic inefficiency of certain noniterative estimators of a common relative risk or odds ratio

Abstract

Nurminen (1981) gives conditions for the asymptotic efficiency of general weighted mean estimators. His application is a noniterative estimator of a common relative risk for binomial variates. This summary estimator and, by implication, the Mantel-Haenszel summary odds ratio estimator are asserted to be asymptotically efficient. We examine conditions for the asymptotic efficiency in the unconditional sample space of the Mantel Haenszel estimator for a common odds ratio, the estimator of a common relative risk considered by Nurminen, and Tarone's (1981) estimator of a common relative risk for binomial variables. Contrary to Nurminen, we find that, except for a few degenerate cases, these estimators are inefficient whenever the common odds ratio or common relative risk is not equal to 1.