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Activity Number: 574
Type: Contributed
Date/Time: Wednesday, August 6, 2014 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistics in Epidemiology
Abstract #311857
Title: Saddlepoint Confidence Intervals for Directly Standardized Rates
Author(s): Pasan Edirisinghe*+ and Robert Paige
Companies: Missouri University of Science & Technology and Missouri University of Science & Technology
Keywords: confidence intervals ; directly standardized rates ; saddlepoint approximations
Abstract:

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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