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An integrated‐likelihood‐ratio confidence interval for a proportion based on underreported and infallible data

Briceön Wiley, Chris Elrod, Phil D. Young and Dean M. Young

Statistica Neerlandica, 2021, vol. 75, issue 3, 290-298

Abstract: We derive and examine the interval width and coverage properties of an integrated‐likelihood‐ratio confidence interval for the binomial parameter p using a double‐sampling scheme. The data consist of a relatively large fallible sample containing underreported data and a relatively small infallible subsample. Via Monte Carlo simulations, we determine that the new integrated‐likelihood‐ratio interval estimator displays slightly conservative to moderately conservative coverage properties for small to medium sample sizes and can have shorter average‐interval width than two previously proposed confidence intervals when p 0.90. We also apply the integrated‐likelihood‐ratio confidence interval to a real‐data set and determine that the integrated‐likelihood‐ratio interval has superior performance when contrasted to two properties of two competing confidence intervals.

Date: 2021
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https://doi.org/10.1111/stan.12235

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