Re: [R] proportions confidence intervals

From: Chuck Cleland <ccleland_at_optonline.net>
Date: Tue 13 Jul 2004 - 04:19:16 EST

   Darren also might consider binconf() in library(Hmisc).

 > library(Hmisc)

 > binconf(1, 10, method="all")

            PointEst        Lower     Upper
Exact           0.1  0.002528579 0.4450161
Wilson          0.1  0.005129329 0.4041500
Asymptotic      0.1 -0.085938510 0.2859385

 > binconf(10, 100, method="all")
            PointEst      Lower     Upper
Exact           0.1 0.04900469 0.1762226
Wilson          0.1 0.05522914 0.1743657
Asymptotic      0.1 0.04120108 0.1587989

Spencer Graves wrote:

> Please see:
> Brown, Cai and DasGupta (2001) Statistical Science, 16: 101-133
> and (2002) Annals of Statistics, 30: 160-2001
> They show that the actual coverage probability of the standard
> approximate confidence intervals for a binomial proportion are quite
> poor, while the standard asymptotic theory applied to logits produces
> rather better answers.
> I would expect "confint.glm" in library(MASS) to give decent
> results, possibly the best available without a very careful study of
> this particular question. Consider the following:
> library(MASS)# needed for confint.glm
> library(boot)# needed for inv.logit
> DF10 <- data.frame(y=.1, size=10)
> DF100 <- data.frame(y=.1, size=100)
> fit10 <- glm(y~1, family=binomial, data=DF10, weights=size)
> fit100 <- glm(y~1, family=binomial, data=DF100, weights=size)
> inv.logit(coef(fit10))
>
> (CI10 <- confint(fit10))
> (CI100 <- confint(fit100))
>
> inv.logit(CI10)
> inv.logit(CI100)
>
> In R 1.9.1, Windows 2000, I got the following:
>
>>   inv.logit(coef(fit10))

>
> (Intercept)
> 0.1
>
>>  
>>   (CI10 <- confint(fit10))

>
> Waiting for profiling to be done...
> 2.5 % 97.5 %
> -5.1122123 -0.5258854
>
>>   (CI100 <- confint(fit100))

>
> Waiting for profiling to be done...
> 2.5 % 97.5 %
> -2.915193 -1.594401
>
>>  
>>   inv.logit(CI10)

>
> 2.5 % 97.5 %
> 0.005986688 0.371477058
>
>>   inv.logit(CI100)

>
> 2.5 % 97.5 %
> 0.0514076 0.1687655
>
>>
>>   (naiveCI10 <- .1+c(-2, 2)*sqrt(.1*.9/10))

>
> [1] -0.08973666 0.28973666
>
>>   (naiveCI100 <- .1+c(-2, 2)*sqrt(.1*.9/100))

>
> [1] 0.04 0.16
-- 
Chuck Cleland, Ph.D.
NDRI, Inc.
71 West 23rd Street, 8th floor
New York, NY 10010
tel: (212) 845-4495 (Tu, Th)
tel: (732) 452-1424 (M, W, F)
fax: (917) 438-0894

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Received on Tue Jul 13 04:41:48 2004

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