Abstract Details
Activity Number:
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574
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Type:
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Contributed
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Date/Time:
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Wednesday, August 6, 2014 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Statistics in Epidemiology
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Abstract #311857
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Title:
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Saddlepoint Confidence Intervals for Directly Standardized Rates
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Author(s):
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Pasan Edirisinghe*+ and Robert Paige
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Companies:
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Missouri University of Science & Technology and Missouri University of Science & Technology
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Keywords:
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confidence intervals ;
directly standardized rates ;
saddlepoint approximations
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Abstract:
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We develop a novel method of confidence interval construction for directly standardized rates. These intervals involve saddlepoint approximations to the intractable distribution of a weighted sum of Poisson random variables and the determination of hypothetical Poisson mean values for each of the age groups. Simulation studies show that, in terms of coverage probability and length, the saddlepoint confidence interval outperforms four competing confidence intervals obtained from the moment matching, gamma-based and ABC bootstrap methods.
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Authors who are presenting talks have a * after their name.
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