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

Lei Shi, Hongyuan Sun and Peng Bai

Journal of Applied Statistics, 2009, vol. 36, issue 5, 483-494

Abstract: 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.

Keywords: 2×2 table with structural zero; risk difference; Bayesian analysis; Dirichlet prior; confidence interval (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1080/02664760802474272

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