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A note on effective sample size for constructing confidence intervals for the difference of two proportions


Guanghan F. Liu, LateDevelopment Statistics, Merck Research Laboratories, 351 N. Sumneytown Pike, UG1CD-38, NorthWales, PA 19454, USA.



Proportion differences are often used to estimate and test treatment effects in clinical trials with binary outcomes. In order to adjust for other covariates or intra-subject correlation among repeated measures, logistic regression or longitudinal data analysis models such as generalized estimating equation or generalized linear mixed models may be used for the analyses. However, these analysis models are often based on the logit link which results in parameter estimates and comparisons in the log-odds ratio scale rather than in the proportion difference scale. A two-step method is proposed in the literature to approximate the calculation of confidence intervals for the proportion difference using a concept of effective sample sizes. However, the performance of this two-step method has not been investigated in their paper. On this note, we examine the properties of the two-step method and propose an adjustment to the effective sample size formula based on Bayesian information theory. Simulations are conducted to evaluate the performance and to show that the modified effective sample size improves the coverage property of the confidence intervals. Copyright © 2012 John Wiley & Sons, Ltd.

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