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Full-Text Articles in Physical Sciences and Mathematics

Exact One-Sided Confidence Limits For The Difference Between Two Correlated Proportions, Chris Lloyd, Max V. Moldovan Nov 2007

Exact One-Sided Confidence Limits For The Difference Between Two Correlated Proportions, Chris Lloyd, Max V. Moldovan

Chris J. Lloyd

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 (1957). Starting with five different approximate loer 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.


Unconditional Efficient One-Sided Confidence Limits For The Odds Ratio Based On Conditional Likelihood, Chris Lloyd, Max Moldovan Jan 2007

Unconditional Efficient One-Sided Confidence Limits For The Odds Ratio Based On Conditional Likelihood, Chris Lloyd, Max Moldovan

Chris J. Lloyd

We compare various one-sided confidence limits for the odds ratio in a 2x2 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 (1957) 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 …


Efficient And Exact Tests Of The Risk Ratio In A Correlated 2x2 Table With Structural Zero, Chris Lloyd Jan 2007

Efficient And Exact Tests Of The Risk Ratio In A Correlated 2x2 Table With Structural Zero, Chris Lloyd

Chris J. Lloyd

For a correlated 2x2 table where the (01) cell is empty by design, the parameter of interest is typically the ratio of the probability of secondary response conditional on primary response to the probability of primary response, also known as a risk ratio. It is common to test whether or not the risk ratio equals one. One method of obtaining an exact P-value is to maximise the tail probability of the test statistic over the nuisance parameter. It is argued that better results are obtained by first replacing the nuisance parameter by its profile estimate in the calculation of its …