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单比例的双侧置信区间:七种方法的比较

Two-sided confidence intervals for the single proportion: comparison of seven methods.

作者信息

Newcombe R G

机构信息

University of Wales College of Medicine, Heath Park, Cardiff, U.K.

出版信息

Stat Med. 1998 Apr 30;17(8):857-72. doi: 10.1002/(sici)1097-0258(19980430)17:8<857::aid-sim777>3.0.co;2-e.


DOI:10.1002/(sici)1097-0258(19980430)17:8<857::aid-sim777>3.0.co;2-e
PMID:9595616
Abstract

Simple interval estimate methods for proportions exhibit poor coverage and can produce evidently inappropriate intervals. Criteria appropriate to the evaluation of various proposed methods include: closeness of the achieved coverage probability to its nominal value; whether intervals are located too close to or too distant from the middle of the scale; expected interval width; avoidance of aberrations such as limits outside [0,1] or zero width intervals; and ease of use, whether by tables, software or formulae. Seven methods for the single proportion are evaluated on 96,000 parameter space points. Intervals based on tail areas and the simpler score methods are recommended for use. In each case, methods are available that aim to align either the minimum or the mean coverage with the nominal 1 -alpha.

摘要

用于比例的简单区间估计方法覆盖率较低,并且可能会产生明显不合适的区间。适用于评估各种提议方法的标准包括:实现的覆盖概率与其标称值的接近程度;区间是否离量表中间太近或太远;预期区间宽度;避免出现诸如超出[0,1]的界限或零宽度区间等异常情况;以及使用的便捷性,无论是通过表格、软件还是公式。对单比例的七种方法在96,000个参数空间点上进行了评估。建议使用基于尾部面积和更简单得分方法的区间。在每种情况下,都有旨在使最小覆盖率或平均覆盖率与标称的1-α对齐的方法。

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