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Activity Number: 36
Type: Contributed
Date/Time: Sunday, August 2, 2009 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistical Computing
Abstract - #304467
Title: On the Relative (Small Sample) Performance of Several Approaches to Confidence Intervals for a Difference in Means
Author(s): John McGready*+
Companies: Johns Hopkins Bloomberg School of Public Health
Address: 615 N. Wolfe Street, Baltimore, MD, 21205,
Keywords: bootstrap ; small sample
Abstract:

This study compares classical and bootstrap-based approaches to confidence interval estimation for a mean difference between two populations based on small sample comparisons. Simulations were performed comparing the coverage properties and relative average widths of intervals by classical-t and bootstrap (t, percentile, BCa) approaches to confidence interval estimation. The simulations were performed for several families of data generating distributions (normal, gamma, lognormal, discrete ordinal) for multiple small sample size combinations (balanced and unbalanced, minimum 5, maximum 25). The primary finding is that there was no tenable advantage to using bootstrap-based approached to confidence interval estimates in all scenarios considered. Secondary findings include results related to the sampling bias of the sample standard deviation for different data generating distributions.

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