statsmodels.stats.proportion.confint_proportions_2indep

statsmodels.stats.proportion.confint_proportions_2indep(count1, nobs1, count2, nobs2, method=None, compare='diff', alpha=0.05, correction=True)[source]

Confidence intervals for comparing two independent proportions.

This assumes that we have two independent binomial samples.

Parameters:
count1, nobs1float

Count and sample size for first sample.

count2, nobs2float

Count and sample size for the second sample.

methodstr

Method for computing confidence interval. If method is None, then a default method is used. The default might change as more methods are added.

diff:
  • ‘wald’,

  • ‘agresti-caffo’

  • ‘newcomb’ (default)

  • ‘score’

ratio:
  • ‘log’

  • ‘log-adjusted’ (default)

  • ‘score’

odds-ratio:
  • ‘logit’

  • ‘logit-adjusted’ (default)

  • ‘score’

comparestr in [‘diff’, ‘ratio’ ‘odds-ratio’]

If compare is diff, then the confidence interval is for diff = p1 - p2. If compare is ratio, then the confidence interval is for the risk ratio defined by ratio = p1 / p2. If compare is odds-ratio, then the confidence interval is for the odds-ratio defined by or = p1 / (1 - p1) / (p2 / (1 - p2).

alphafloat

Significance level for the confidence interval, default is 0.05. The nominal coverage probability is 1 - alpha.

Returns:
low, upp

Notes

Status: experimental, API and defaults might still change.

more methods will be added.

References

[1]

Fagerland, Morten W., Stian Lydersen, and Petter Laake. 2015. “Recommended Confidence Intervals for Two Independent Binomial Proportions.” Statistical Methods in Medical Research 24 (2): 224–54. https://doi.org/10.1177/0962280211415469.

[2]

Koopman, P. A. R. 1984. “Confidence Intervals for the Ratio of Two Binomial Proportions.” Biometrics 40 (2): 513–17. https://doi.org/10.2307/2531405.

[3]

Miettinen, Olli, and Markku Nurminen. “Comparative analysis of two rates.” Statistics in medicine 4, no. 2 (1985): 213-226.

[4]

Newcombe, Robert G. 1998. “Interval Estimation for the Difference between Independent Proportions: Comparison of Eleven Methods.” Statistics in Medicine 17 (8): 873–90. https://doi.org/10.1002/(SICI)1097-0258(19980430)17:8<873::AID- SIM779>3.0.CO;2-I.

[5]

Newcombe, Robert G., and Markku M. Nurminen. 2011. “In Defence of Score Intervals for Proportions and Their Differences.” Communications in Statistics - Theory and Methods 40 (7): 1271–82. https://doi.org/10.1080/03610920903576580.


Last update: Feb 28, 2024