Exploring Bayesian credible intervals for common epidemiologic effect measures based on cross-sectional data Open Access
Shi, Bowen (Spring 2020)
Abstract
As the limitations of standard Wald-type methods to estimate the confidence intervals for
the difference of proportions, relative risk, and odds ratio in 2 × 2 contingency tables are
well recognized, we investigated the frequentist performance of alternative Bayesian
credible intervals. We used simulation studies to compare the coverage rates and widths of
these competing sorts of confidence intervals. As a new proposal, we also put forth an
adjusted credible interval which used two different Dirichlet priors to get the lower and
upper limits of the confidence intervals. In small sample settings, this method appears to
greatly reduce average interval width compared to Wald-type approaches, while
maintaining far better coverage rates compared to more standard credible intervals based
on a single Dirichlet prior.
Table of Contents
Table of Contents
1. Introduction .................................................................................................................................. 1
2.Methods ........................................................................................................................................ 3
2.1 Standard Wald intervals ......................................................................................................... 4
2.2 Gart intervals and adjusted Gart intervals .............................................................................. 5
2.3 Bayesian credible intervals .................................................................................................... 6
2.4 Simulation process ................................................................................................................. 8
3. Results ........................................................................................................................................ 10
4. Discussion .................................................................................................................................. 19
Bibliography .................................................................................................................................. 22
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