Simple conservative confidence intervals for comparing matched proportions
Abstract: Unconditional confidence intervals (CIs) for the
difference between marginal proportions in matched pairs data have
essentially been based on improvements of Wald’s large-sample statistic.
The latter are approximate and non-conservative. In some situations it may
be of importance that CIs are conservative, e.g. when claiming
bio-equivalence in small samples. Existing methods for constructing
conservative CIs are computer intensive and are not suitable for sample
size determination in planned stu... moredies. This paper presents a new
simple method by which conservative CIs are readily computed. The method
gives CIs that are comparable with earlier conservative methods concerning
coverage probabilities and lengths. However, the new method can only be
used if the proportions in the discordant cells p and q satisfies , but
this is luckily the case in most applications and several examples are
given. The new method is compared with previously suggested approximate and
exact methods in large-scale simulations.
Keywords: Binomial variables; Conservative limits; Pivotal statistic; (follow links to similar papers)
JEL-Codes: C10; (follow links to similar papers)
22 pages, February 4, 2011
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