Unconditional efficient one-sided confidence limits for the odds ratio based on conditional likelihood

Chris J. Lloyd, Max V. Moldovan

Research output: Contribution to journalArticlepeer-review

14 Citations (Scopus)

Abstract

We compare various one-sided confidence limits for the odds ratio in a 2 × 2 table. The first group of limits relies on first-order asymptotic approximations and includes limits based on the (signed) likelihood ratio, score and Wald statistics. The second group of limits is based on the conditional tilted hypergeometric distribution, with and without mid-P correction. All these limits have poor unconditional coverage properties and so we apply the general transformation of Buehler (J. Am. Statist. Assoc. 1957; 52:482- 493) to obtain limits which are unconditionally exact. The performance of these competing exact limits is assessed across a range of sample sizes and parameter values by looking at their mean size. The results indicate that Buehler limits generated from the conditional likelihood have the best performance, with a slight preference for the mid-P version. This confidence limit has not been proposed before and is recommended for general use, especially when the underlying probabilities are not extreme.

Original languageEnglish
Pages (from-to)5136-5146
Number of pages11
JournalStatistics in Medicine
Volume26
Issue number28
DOIs
Publication statusPublished - 10 Dec 2007
Externally publishedYes

Keywords

  • Buehler limits
  • Exact confidence limits
  • Nuisance parameter

ASJC Scopus subject areas

  • Epidemiology
  • Statistics and Probability

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