Bayesian confidence interval for difference of the proportions in a 2×2 table with structural zero

This article studies the construction of a Bayesian confidence interval for risk difference in a 2×2 table with structural zero. The exact posterior distribution of the risk difference is derived under the Dirichlet prior distribution, and a tail-based interval is used to construct the Bayesian confidence interval. The frequentist performance of the tail-based interval is investigated and compared with the score-based interval by simulation. Our results show that the tail-based interval at Jeffreys prior performs as well as or better than the score-based confidence interval.

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Year of publication:	2009
Authors:	Shi, Lei ; Sun, Hongyuan ; Bai, Peng
Published in:	Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 36.2009, 5, p. 483-494
Publisher:	Taylor & Francis Journals
Subject:	2×2 table with structural zero \| risk difference \| Bayesian analysis \| Dirichlet prior \| confidence interval

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10004966820