Abstract:
|
A two-stage procedure is considered for obtaining fixed-width confidence intervals and optimal sample sizes of the risk ratio (RR) of two independent binomial proportions. We study desirable properties of the proposed estimator based on a bias-corrected maximum likelihood estimator (MLE). The two-stage procedure provides flexible sampling strategies, thus can be more advantageous in inference. Thus, the proposed procedure can be a remedy for the pure-sequential method's drawbacks such as asymptotic consistency and a shortfall of coverage to the nominal probability. To investigate large-sample properties of the proposed procedure, first-order asymptotic expansions are obtained. Through Monte Carlo experiments, we examine finite sample behavior for various scenarios of samples for illustrations.
|