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RE: st:Confidence interval of difference between two proportions and -csi-

From   "Nick Cox" <>
To   <>
Subject   RE: st:Confidence interval of difference between two proportions and -csi-
Date   Fri, 19 Mar 2004 11:33:05 -0000

I don't think there is any question of revising 
the formula. Rather, I suspect that there is an 
excellent case for adding options to -cs- to give more 
flexibility to the user. 

I see the case as very similar to that of 
-ci, binomial-. There's been a long history 
of different methods here and even an increasingly 
widespread realisation that the so-called exact method
(i.e. the Clopper-Pearson method) is often not 
as satisfactory as other methods. (In one case, the 
Wilson score method, that predates Clopper-Pearson.) On 
15 July 2003 -ci- and -cii- were extended to include 
new options -wilson-, -agresti-, and -jeffreys- for computing
different types of binomial confidence intervals.   

I suggest that -cs- needs a similar work-over. 

Garry Anderson
> Thank you Roger for your suggestion of using -exactcci-
> However, this does not calculate a risk difference and the 95% CI.
> I suppose I am suggesting to the folks at Stata that a 
> revised formula be 
> used in -csi- to calculate the 95% CI of the risk difference 
> when there is 
> a small number of observations, and one or both have a 100% 
> risk. Currently 
> it is possible for the upper bound to go beyond the 
> theoretical maximum of 
> 100% difference.
> I would appreciate opinions on this by others on the list.
> Newcombe RG (1998) Interval estimation for the difference between 
> independent proportions: comparison of eleven methods. Statistics in 
> Medicine 17: 873-890

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