Exact one-sided confidence limits for the difference between two correlated proportions

Chris J. Lloyd, Max Moldovan

Research output: Contribution to journalArticlepeer-review

17 Citations (Scopus)

Abstract

We construct exact and optimal one-sided upper and lower confidence bounds for the difference between two probabilities based on matched binary pairs using well-established optimality theory of Buehler. Starting with five different approximate lower and upper limits, we adjust them to have coverage probability exactly equal to the desired nominal level and then compare the resulting exact limits by their mean size. Exact limits based on the signed root likelihood ratio statistic are preferred and recommended for practical use.

Original languageEnglish
Pages (from-to)3369-3384
Number of pages16
JournalStatistics in Medicine
Volume26
Issue number18
DOIs
Publication statusPublished - 15 Aug 2007
Externally publishedYes

Keywords

  • Buehler bounds
  • Exact methods
  • Nuisance parameter

ASJC Scopus subject areas

  • Epidemiology
  • Statistics and Probability

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