Fitting a stratum effect per table costs a parameter per table, and with sparse tables the maximum-likelihood estimate is badly biased – the classic Neyman-Scott problem. The Mantel-Haenszel weights step around it: they stay consistent both when the strata are few and large and when they are many and small, which no likelihood-based weighting achieves at once.
Details
Formula: OR_MH = sum(a_k d_k/n_k) / sum(b_k c_k/n_k). The
variance of its logarithm is the Robins-Breslow-Greenland expression
P/(2 S^2) + Q/(2 S T) + R/(2 T^2) with
P = sum (a+d) a d / n^2, \(Q = sum ((a+d) b c + (b+c) a d)
/ n^2\), R = sum (b+c) b c / n^2, S = sum a d / n,
T = sum b c / n.
References
Mantel, N. and Haenszel, W. (1959). Journal of the National Cancer Institute 22(4):719-748. doi:10.1093/jnci/22.4.719 . Robins, J., Breslow, N. and Greenland, S. (1986). Biometrics 42(2):311-323. doi:10.2307/2531052 .
