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Revisiting proportion estimators

Böhning, D. and Viwatwongkasem, C. (2005) Revisiting proportion estimators. Statistical Methods in Medical Research, 14 (2). pp. 147-169. ISSN 0962-2802

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To link to this item DOI: 10.1191/0962280205sm393oa

Abstract/Summary

Proportion estimators are quite frequently used in many application areas. The conventional proportion estimator (number of events divided by sample size) encounters a number of problems when the data are sparse as will be demonstrated in various settings. The problem of estimating its variance when sample sizes become small is rarely addressed in a satisfying framework. Specifically, we have in mind applications like the weighted risk difference in multicenter trials or stratifying risk ratio estimators (to adjust for potential confounders) in epidemiological studies. It is suggested to estimate p using the parametric family (see PDF for character) and p(1 - p) using (see PDF for character), where (see PDF for character). We investigate the estimation problem of choosing c 0 from various perspectives including minimizing the average mean squared error of (see PDF for character), average bias and average mean squared error of (see PDF for character). The optimal value of c for minimizing the average mean squared error of (see PDF for character) is found to be independent of n and equals c = 1. The optimal value of c for minimizing the average mean squared error of (see PDF for character) is found to be dependent of n with limiting value c = 0.833. This might justifiy to use a near-optimal value of c = 1 in practice which also turns out to be beneficial when constructing confidence intervals of the form (see PDF for character).

Item Type:Article
Refereed:Yes
Divisions:Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics > Applied Statistics
ID Code:9482

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