Confidence interval of the difference of two independent binomial proportions using weighted profile likelihood
Confidence interval of the difference of two independent binomial proportions using weighted profile likelihood
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DOI：
10.1080/03610910701767721
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发表时间：
2008-01-01
影响因子：
0.9
通讯作者：
Banerjee, Tathagata
中科院分区：
文献类型：
--
作者：
Pradhan, Vivek;Banerjee, Tathagata
两个独立二项比例之差的区间估计在许多应用场合都是一个重要的问题。Newcombe（1998）比较了几种现有的渐近方法的性能，并根据所获得的结果，推荐了一种称为Wilson方法的方法，该方法是最初针对单一二项式比例提出的方法的修改版本。在这篇文章中，我们提出了一种方法的基础上，配置文件的可能性，其中的可能性是加权的无信息杰弗里先验。通过大量的仿真，我们发现，所提出的方法相比，威尔逊的方法表现良好。文中还给出了实现该方法的SAS/IML程序。
Interval estimation of the difference of two independent binomial proportions is an important problem in many applied settings. Newcombe (1998) compared the performance of several existing asymptotic methods, and based on the results obtained, recommended a method known as Wilson's method, a modified version of a method originally proposed for single binomial proportion. In this article, we propose a method based on profile likelihood, where the likelihood is weighted by noninformative Jeffrey' prior. By doing extensive simulations, we find that the proposed method performs well compared to Wilson's method. A SAS/IML program implementing this method is also given with this article.