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[S] Function for Exact Statistics

To: S-news S-PLUS <s-news@wubios.wustl.edu>, Daniel Barth-Jones <barthjon@umich.edu>
Subject: [S] Function for Exact Statistics
From: James Janisse <jjanis@med.wayne.edu>
Date: Thu, 29 Jul 1999 16:51:51 -0400
Organization: Center for Healthcare Effectiveness Research, Wayne State University
Sender: owner-s-news@wubios.wustl.edu
I need to obtain exact confidence intervals on the ratio of two binomial
proportions (aka - the relative risk). The methods need to be exact for
two reasons: 1) I have a considerable number of occurrences of zero
cells which cause division by zero problems, when this occurs my point
estimates are infinite, but it would still be possible to obtain a lower
confidence interval. 2) The sample sizes are small enough to bring the
asymptotic results into question.  The package StatXact is able to
perform these calculations but I have over 10000 pairs of proportions to
work on.  I would prefer to write a program in S-Plus that would
calculate the confidence intervals for me instead of running StatXact
over 10000 times.

Has anyone written an S-Plus function to obtain exact confidence
intervals.  I could easily modify the code to run the function on my
data set.  I am using S-Plus 2000 and Windows 95.

Two relevant references for these procedures are:

1) Santer & Snell 1980 JASA 75:386-394
2) Berger & Boos 1994 JASA 89:1012-1016

I will be on vacation next week and will summarize all responses when I
return.  Thanks again for you help with this.

James

------------------------------------------------------------------------

James J. Janisse
Department of Psychology
Center for Healthcare Effectiveness Research
Wayne State University, Detroit MI USA
------------------------------------------------------------------------



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