Wald Confidence Interval for Difference in Proportions
ci_prop_diff_wald.Rd
Calculates the Wald interval by following the usual textbook definition for a difference in proportions confidence interval using the normal approximation.
Arguments
- x
(
binary
/numeric
/logical
)
vector of a binary values, i.e. a logical vector, or numeric with valuesc(0, 1)
- by
(
string
)
A character or factor vector with exactly two unique levels identifying the two groups to compare. Can also be a column name if a data frame provided in thedata
argument.- conf.level
(
scalar numeric
)
a scalar in (0,1) indicating the confidence level. Default is 0.95- correct
(
logical
)
apply continuity correction.- data
(
data.frame
)
Optional data frame containing the variables specified inx
andby
.
Value
A list containing the following components:
- estimate
The point estimate of the difference in proportions (p_x - p_y)
- conf.low
Lower bound of the confidence interval
- conf.high
Upper bound of the confidence interval
- conf.level
The confidence level used
Details
$$(\hat{p}_1 - \hat{p}_2) \pm z_{\alpha/2} \sqrt{\frac{\hat{p}_1(1 - \hat{p}_1)}{n_1}+\frac{\hat{p}_2(1 - \hat{p}_2)}{n_2}}$$
Examples
responses <- expand(c(9, 3), c(10, 10))
arm <- rep(c("treat", "control"), times = c(10, 10))
# Calculate 95% confidence interval for difference in proportions
ci_prop_diff_wald(x = responses, by = arm)
#>
#> ── Wald Confidence Interval without Continuity Correction ──────────────────────
#> • 9/10 - 3/10
#> • Estimate: 0.6
#> • 95% Confidence Interval:
#> (0.2605, 0.9395)