Constructing confidence intervals for selected parameters

In large-scale problems, it is common practice to select important parameters by a procedure such as the Benjamini and Hochberg procedure and construct confidence intervals (CIs) for further investigation while the false coverage-statement rate (FCR) for the CIs is controlled at a desired level. Although the well-known BY CIs control the FCR, they are uniformly inflated. In this paper, we propose two methods to construct shorter selective CIs. The first method produces shorter CIs by allowing a reduced number of selective CIs. The second method produces shorter CIs by allowing a prefixed proportion of CIs containing the values of uninteresting parameters. We theoretically prove that the proposed CIs are uniformly shorter than BY CIs and control the FCR asymptotically for independent data. Numerical results confirm our theoretical results and show that the proposed CIs still work for correlated data. We illustrate the advantage of the proposed procedures by analyzing the microarray data from a HIV study.     

Simultaneous confidence intervals for comparing binomial parameters

SUMMARY: To compare proportions with several independent binomial samples, we recommend a method of constructing simultaneous confidence intervals that uses the studentized range distribution with a score statistic. It applies to a variety of measures, including the difference of proportions, odds ratio, and relative risk. For the odds ratio, a simulation study suggests that the method has coverage probability closer to the nominal value than ad hoc approaches such as the Bonferroni implementation of Wald or "exact" small-sample pairwise intervals. It performs well even for the problematic but practically common case in which the binomial parameters are relatively small. For the difference of proportions, the proposed method has performance comparable to a method proposed by Piegorsch (1991, Biometrics 47, 45-52).     

Generalized Poisson distribution: the property of mixture of Poisson and comparison with negative binomial distribution

We prove that the generalized Poisson distribution GP(theta, eta) (eta > or = 0) is a mixture of Poisson distributions; this is a new property for a distribution which is the topic of the book by Consul (1989). Because we find that the fits to count data of the generalized Poisson and negative binomial distributions are often similar, to understand their differences, we compare the probability mass functions and skewnesses of the generalized Poisson and negative binomial distributions with the first two moments fixed. They have slight differences in many situations, but their zero-inflated distributions, with masses at zero, means and variances fixed, can differ more. These probabilistic comparisons are helpful in selecting a better fitting distribution for modelling count data with long right tails. Through a real example of count data with large zero fraction, we illustrate how the generalized Poisson and negative binomial distributions as well as their zero-inflated distributions can be discriminated.     

Improved exact confidence intervals for the odds ratio in two independent binomial samples

For two independent binomial samples, the usual exact confidence interval for the odds ratio based on the conditional approach can be very conservative. Recently, Agresti and Min (2002) showed that the unconditional intervals are preferable to conditional intervals with small sample sizes. We use the unconditional approach to obtain a modified interval, which has shorter length, and its coverage probability is closer to and at least the nominal confidence coefficient.     

On small-sample confidence intervals for parameters in discrete distributions

The traditional definition of a confidence interval requires the coverage probability at any value of the parameter to be at least the nominal confidence level. In constructing such intervals for parameters in discrete distributions, less conservative behavior results from inverting a single two-sided test than inverting two separate one-sided tests of half the nominal level each. We illustrate for a variety of discrete problems, including interval estimation of a binomial parameter, the difference and the ratio of two binomial parameters for independent samples, and the odds ratio.     

Frequentist performance of Bayesian confidence intervals for comparing proportions in 2 x 2 contingency tables

This article investigates the performance, in a frequentist sense, of Bayesian confidence intervals (CIs) for the difference of proportions, relative risk, and odds ratio in 2 x 2 contingency tables. We consider beta priors, logit-normal priors, and related correlated priors for the two binomial parameters. The goal was to analyze whether certain settings for prior parameters tend to provide good coverage performance regardless of the true association parameter values. For the relative risk and odds ratio, we recommend tail intervals over highest posterior density (HPD) intervals, for invariance reasons. To protect against potentially very poor coverage probabilities when the effect is large, it is best to use a diffuse prior, and we recommend the Jeffreys prior. Otherwise, with relatively small samples, Bayesian CIs using more informative (even uniform) priors tend to have poorer performance than the frequentist CIs based on inverting score tests, which perform uniformly quite well for these parameters.     

Unconditional small-sample confidence intervals for the odds ratio

The traditional approach to 'exact' small-sample interval estimation of the odds ratio for binomial, Poisson, or multinomial samples uses the conditional distribution to eliminate nuisance parameters. This approach can be very conservative. For two independent binomial samples, we study an unconditional approach with overall confidence level guaranteed to equal at least the nominal level. With small samples this interval tends to be shorter and have coverage probabilities nearer the nominal level.     

Comparing biomarker measurements to a normal range: when to use standard error of the mean (SEM) or standard deviation (SD) confidence intervals tests

This commentary is the second of a series outlining one specific concept in interpreting biomarkers data. In the first, an observational method was presented for assessing the distribution of measurements before making parametric calculations. Here, the discussion revolves around the next step, the choice of using standard error of the mean or the calculated standard deviation to compare or predict measurement results     

Test-based exact confidence intervals for the difference of two binomial proportions

Confidence intervals are often provided to estimate a treatment difference. When the sample size is small, as is typical in early phases of clinical trials, confidence intervals based on large sample approximations may not be reliable. In this report, we propose test-based methods of constructing exact confidence intervals for the difference in two binomial proportions. These exact confidence intervals are obtained from the unconditional distribution of two binomial responses, and they guarantee the level of coverage. We compare the performance of these confidence intervals to ones based on the observed difference alone. We show that a large improvement can be achieved by using the standardized Z test with a constrained maximum likelihood estimate of the variance.     

Calculation of narrower confidence intervals for tree mortality rates when we know nothing but the location of the death/survival events

相似文献   

Confidence Intervals for the Mean of a Poisson Distribution: A Review

The paper provides a comprehensive review of methodology for setting confidence intervals for the parameter of a Poisson distribution. The results are illustrated by a numerical example.     

Accurate critical constants for the one-sided approximate likelihood ratio test of a normal mean vector when the covariance matrix is estimated

Tang, Gnecco, and Geller (1989, Biometrika 76, 577-583) proposed an approximate likelihood ratio (ALR) test of the null hypothesis that a normal mean vector equals a null vector against the alternative that all of its components are nonnegative with at least one strictly positive. This test is useful for comparing a treatment group with a control group on multiple endpoints, and the data from the two groups are assumed to follow multivariate normal distributions with different mean vectors and a common covariance matrix (the homoscedastic case). Tang et al. derived the test statistic and its null distribution assuming a known covariance matrix. In practice, when the covariance matrix is estimated, the critical constants tabulated by Tang et al. result in a highly liberal test. To deal with this problem, we derive an accurate small-sample approximation to the null distribution of the ALR test statistic by using the moment matching method. The proposed approximation is then extended to the heteroscedastic case. The accuracy of both the approximations is verified by simulations. A real data example is given to illustrate the use of the approximations.