An empirical assessment of saddlepoint approximations for testing a logistic regression parameter

Saddlepoint methods provide quick and easy approximations to significance levels for conditional tests of logistic regression parameters. We evaluate the accuracies of saddlepoint approximations for three well-known conditional tests: Bartlett's test for no three-factor interaction in a 2 x 2 x 2 table, the test for trend in a series of probabilities, and the exact test of no association in stratified 2 x 2 tables with a common odds ratio. General recommendations are suggested regarding the use of saddlepoint approximations for exact conditional significance levels.