The Shortest Width Confidence Interval for Odds Ratio in Logistic Regression

Eugene Demidenko

doi:10.4236/ojs.2012.23037

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The Shortest Width Confidence Interval for Odds Ratio in Logistic Regression

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DOI: 10.4236/ojs.2012.23037 4,912 Downloads 7,668 Views Citations

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Eugene Demidenko

Affiliation(s)

Section of Biostatistics and Epidemiology Geisel School of Medicine at Dartmouth, Hanover, NH, USA.

ABSTRACT

The shortest width confidence interval (CI) for odds ratio (OR) in logistic regression is developed based on a theorem proved by Dahiya and Guttman (1982). When the variance of the logistic regression coefficient estimate is small, the shortest width CI is close to the regular Wald CI obtained by exponentiating the CI for the regression coefficient estimate. However, when the variance increases, the optimal CI may be up to 25% narrower. It is demonstrated that the shortest width CI is favorable because it has a smaller probability of covering the wrong OR value compared with the standard CI. The closed-form iterations based on the Newton's algorithm are provided, and the R function is supplied. A simulation study confirms the superior properties of the new CI for OR in small sample. Our method is illustrated with eight studies on parity as a preventive factor against bladder cancer in women.

KEYWORDS

Bladder Cancer; Coverage Probability; Logistic Regression; Newton’s Algorithm

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

E. Demidenko, "The Shortest Width Confidence Interval for Odds Ratio in Logistic Regression," Open Journal of Statistics, Vol. 2 No. 3, 2012, pp. 305-308. doi: 10.4236/ojs.2012.23037.

References

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