Continuity corrected Wilson interval for the difference of two independent proportions.
Continuity corrected Wilson interval for the difference of two independent proportions.
复制标题
连续性修正了两个独立比例差异的威尔逊区间。
DOI：
10.1007/s44199-023-00054-8
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发表时间：
2023
期刊：
影响因子：
--
通讯作者：
Wu,SamuelS
中科院分区：
文献类型：
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作者：
Shan,Guogen;Lou,XiangYang;Wu,SamuelS
两个比例之差的置信区间已经研究了几十年。为了提高检验统计量的极限分布的近似值，人们开发了许多方法，如轮廓似然法、计分法和威尔逊法。对于Beal （Biometrics 43:9 41,1987）开发的Wilson区间，在观察Wilson区间的反保守区间时，可以利用连续性校正进一步改善Z检验统计量对标准正态分布的近似。在温和条件下，从理论上证明了Wilson区间嵌套在连续修正的Wilson区间中。在覆盖概率、区间宽度、覆盖概率均方误差等方面，将连续校正的Wilson区间与常用方法进行了比较。所提出的间隔在许多配置中都具有良好的性能。本文以一个II期癌症试验为例，说明了这些方法的应用。
Confidence interval for the difference of two proportions has been studied for decades. Many methods were developed to improve the approximation of the limiting distribution of test statistics, such as the profile likelihood method, the score method, and the Wilson method. For the Wilson interval developed by Beal (Biometrics 43:941, 1987), the approximation of the Z test statistic to the standard normal distribution may be further improved by utilizing the continuity correction, in the observation of anti-conservative intervals from the Wilson interval. We theoretically prove that the Wilson interval is nested in the continuity corrected Wilson interval under mild conditions. We compare the continuity corrected Wilson interval with the commonly used methods with regards to coverage probability, interval width, and mean squared error of coverage probability. The proposed interval has good performance in many configurations. An example from a Phase II cancer trial is used to illustrate the application of these methods.