Multivariate extensions of McNemar's test

This article considers global tests of differences between paired vectors of binomial probabilities, based on data from two dependent multivariate binary samples. Difference is defined as either an inhomogeneity in the marginal distributions or asymmetry in the joint distribution. For detecting the first type of difference, we propose a multivariate extension of McNemar's test and show that it is a generalized score test under a generalized estimating equations (GEE) approach. Univariate features such as the relationship between the Wald and score tests and the dropout of pairs with the same response carry over to the multivariate case and the test does not depend on the working correlation assumption among the components of the multivariate response. For sparse or imbalanced data, such as occurs when the number of variables is large or the proportions are close to zero, the test is best implemented using a bootstrap, and if this is computationally too complex, a permutation distribution. We apply the test to safety data for a drug, in which two doses are evaluated by comparing multiple responses by the same subjects to each one of them.