Confidence Intervals using a Binomial Distribution

[#1]

I need to calculate 95% confidence intervals for the reporting fraction of adverse events at different time intervals. I'd like to use the "Exact Binomial Confidence Interval".

The link below shows how to do it using Excel; is there a comparable way to do this in JSL?

http://www.itl.nist.gov/div898/handbook/prc/section2/prc241.htm

Thanks!

[#2]

> +1 on that. I'm an Adjusted Wald fan, personally.

From the JMP docs:

The Confidence Intervals option generates the Score Confidence Intervals table, like the one shown here. The score confidence interval is recommended because it tends to have better coverage probabilities (1 - α), especially with smaller sample sizes (Agresti and Coull 1998).

Not sure if that's the same as the Adjusted Wald calcs. I should go back and read the references I listed! The first ref has some very interesting plots showing actual coverage.

Michael

[#3]

Adj Wald is great for small sample sizes, and converges with most other methods with large ones. I have a couple papers *scanned* that discuss it, but a quick google search has some detail on it:
http://www.measuringusability.com/wald.htm

[#4]

Ok, here are the upper and lower bound formulas for a two sided confidence interval:




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Note: When :Fail = 0 the lower limit is defined as 0. When :Fail = 1 the upper limit is defined as 1. Need to conditionally define the two column formulas.


Message was edited by: mpb