Interval Estimation for the Difference Between Independent Proportions: Comparison of Eleven Methods

Stat Med. 1998 Apr 30;17(8):873-90. doi: 10.1002/(sici)1097-0258(19980430)17:8<873::aid-sim779>3.0.co;2-i.

Abstract

Several existing unconditional methods for setting confidence intervals for the difference between binomial proportions are evaluated. Computationally simpler methods are prone to a variety of aberrations and poor coverage properties. The closely interrelated methods of Mee and Miettinen and Nurminen perform well but require a computer program. Two new approaches which also avoid aberrations are developed and evaluated. A tail area profile likelihood based method produces the best coverage properties, but is difficult to calculate for large denominators. A method combining Wilson score intervals for the two proportions to be compared also performs well, and is readily implemented irrespective of sample size.

Publication types

  • Comparative Study

MeSH terms

  • Binomial Distribution*
  • Confidence Intervals*
  • Evaluation Studies as Topic
  • Likelihood Functions
  • Linear Models
  • Probability