-exact- is something of a propaganda term. It just
means the method due to Clopper and E.S. Pearson
from 1934 or thereabouts. Even then a method
due to E.B. Wilson in 1927 was available
which (we know now) has generally better coverage
properties. And the Jeffreys method, which
although it has a Bayesian frisson to it, is
interpretable as a continuity-corrected variant
of the exact method. The Jeffreys method requires
you to know -invibeta()- and is thus not congenial for
hand calculation, but a doddle with current Stata.
If you download -cij- and -ciw- from SSC
you won't get any extra functionality (well,
you will, but it's not documented), but you
will get sets of references on the topic embedded
in the help files.
Above all, go straight to the paper by Brown,
Cai and DasGupta in Statistical Science in
2001. This was the avalanche that started
the stone rolling that led eventually to these changes
to -ci-, added since the initial release of Stata 8.
My reading of the literature, and some practical
experience, is that especially for proportions near 0
or 1 the -exact- method can perform distinctly
poorly while -jeffreys- and -wilson- can be
relied on to give much more plausible answers.
Turning this around, if the methods disagree the
problem is thereby flagged as more difficult.
It's arguable that we have here a bizarre situation,
namely: many statistics texts have recommended
the Clopper-Pearson method for decades and
all along at least one better method was
already available.
Nick
[email protected]
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of Richard
> Williams
> Sent: 07 September 2004 18:25
> To: [email protected]
> Subject: st: Binomial confidence intervals
>
>
> The -ci- command includes several options for computing
> binomial confidence
> intervals: exact (the default), wilson, agresti and jeffreys.
> Just so I am
> clear on these, is "exact" really really really exact? Am I
> correct in
> guessing that "exact" can be the most difficult to do by
> hand, and the
> others are therefore approximations that are somewhat easier
> to calculate
> if you don't have a computer? Is there any reason I would
> not want to use
> "exact", other than perhaps to replicate a calculation done
> using one of
> the other methods? Thanks for any insights.
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> FAX: (574)288-4373
> HOME: (574)289-5227
> EMAIL: [email protected]
> WWW (personal): http://www.nd.edu/~rwilliam
> WWW (department): http://www.nd.edu/~soc
>
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