Testing the Difference of Two Binomial Proportions: Comparison of Continuity Corrections for Saddlepoint Approximation |
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| Authors: | Lu Xu John E. Kolassa |
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| Affiliation: | 1. Department of Statistics, Rutgers , The State University of New Jersey , Piscataway, New Jersey, USA luxu@stat.rutgers.edu;3. Department of Statistics, Rutgers , The State University of New Jersey , Piscataway, New Jersey, USA |
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| Abstract: | We carried out a simulation study based on the methodology of Newcombe (1998 Newcombe , R. G. ( 1998 ). Interval estimation for the difference between independent proportions: comparison of eleven methods . Statist. Med. 17 : 873 – 890 .[Crossref], [PubMed], [Web of Science ®] , [Google Scholar]) to compare tests for the difference of two binomial proportions by applying different continuity corrections on saddlepoint approximation to tail probabilities. In this article, we proposed a new continuity correction based on the least common multiple of two sample sizes. We evaluated that the best test should have the actual Type I error rates that are, on the whole, closest to α, but not exceeding α, where α is nominal level of significance. |
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| Keywords: | Continuity corrections Lugannani and Rice formula Saddlepoint approximation Type I error rate |
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