Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Logit Confidence Intervals Using Pseudo-Bayes Estimators for the Common Odds Ratio in 2 X 2 X K Contingency Tables

  • Kim, Donguk (Department of Statistics, Sungkyunkwan University) ;
  • Chun, Eunhee (Department of Statistics, Sungkyunkwan University)
  • Published : 2003.08.01
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Abstract

We investigate logit confidence intervals for the odds ratio based on the delta method. These intervals are constructed using pseudo-Bayes estimators. The Gart method and Agresti method smooth the observed counts toward the model of equiprobability and independence, respectively. We obtain better coverage probability by smoothing the observed counts toward the pseudo-Bayes estimators in 2$\times$2 table. We also improve legit confidence intervals in 2$\times$2$\times$K tables by generalizing these ideas. Utilizing pseudo-Bayes estimators, we obtain better coverage probability by smoothing the observed counts toward the conditional independence model, no three-factor interaction model and saturated model in 2$\times$2$\times$K tables.

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