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Two-Stage Procedure of Fixed-Width Confidence Intervals for the Risk Ratio

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  • Hokwon Cho

    (University of Nevada, Las Vegas)

Abstract

A two-stage procedure is considered for obtaining fixed-width confidence intervals and optimal sample sizes for the risk ratio of two independent binomial proportions. We study desirable properties of the proposed estimator based on a bias-corrected maximum likelihood estimator (MLE). The two-stage procedure provides flexible sampling strategies, thus can be more advantageous in decision-making as well as in inference for the risk ratio. As a result, the proposed procedure can be a remedy not only for asymptotic consistency, but also for drawbacks of coverage to the nominal probability of the purely sequential method. To investigate large-sample properties of the proposed procedure, first-order asymptotic expansions are obtained. Through Monte Carlo experiments, we examine finite sample behavior for various scenarios of samples for illustrations.

Suggested Citation

  • Hokwon Cho, 2019. "Two-Stage Procedure of Fixed-Width Confidence Intervals for the Risk Ratio," Methodology and Computing in Applied Probability, Springer, vol. 21(3), pages 721-733, September.
    • Handle: RePEc:spr:metcap:v:21:y:2019:i:3:d:10.1007_s11009-019-09717-5
    DOI: 10.1007/s11009-019-09717-5
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    References listed on IDEAS

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    1. N. Mukhopadhyay, 1980. "A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 27(1), pages 281-284, December.
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