Compute confidence intervals for binomial proportions according to a number of the most common proposed methods.

```
BinomCI(x, n, conf.level = 0.95, sides = c("two.sided", "left", "right"),
method = c("wilson", "wald", "waldcc", "agresti-coull", "jeffreys",
"modified wilson", "wilsoncc","modified jeffreys",
"clopper-pearson", "arcsine", "logit", "witting", "pratt",
"midp", "lik", "blaker"),
rand = 123, tol = 1e-05, std_est = TRUE)
```

A vector with 3 elements for estimate, lower confidence intervall and upper for the upper one.

For more than one argument each, a 3-column matrix is returned.

- x
number of successes.

- n
number of trials.

- conf.level
confidence level, defaults to 0.95.

- sides
a character string specifying the side of the confidence interval, must be one of

`"two.sided"`

(default),`"left"`

or`"right"`

. You can specify just the initial letter.`"left"`

would be analogue to a hypothesis of`"greater"`

in a`t.test`

.- method
character string specifing which method to use; this can be one out of:

`"wald"`

,`"wilson"`

(default),`"wilsoncc"`

,`"agresti-coull"`

,`"jeffreys"`

,`"modified wilson"`

,`"modified jeffreys"`

,`"clopper-pearson"`

,`"arcsine"`

,`"logit"`

,`"witting"`

,`"pratt"`

,`"midp"`

,`"lik"`

and`"blaker"`

. Abbreviation of method is accepted. See details.- rand
seed for random number generator; see details.

- tol
tolerance for method

`"blaker"`

.- std_est
logical, specifying if the standard point estimator for the proportion value

`x/n`

should be returned (`TRUE`

, default) or the method-specific internally used alternative point estimate (`FALSE`

).

Matthias Kohl <Matthias.Kohl@stamats.de>, Rand R. Wilcox (Pratt's method), Michael Hoehle <hoehle@math.su.se> (Mid-p), Ralph Scherer <shearer.ra76@gmail.com> (Blaker), Andri Signorell <andri@signorell.net> (interface issues and all the rest)

All arguments are being recycled.

The **Wald ** interval is obtained by inverting the acceptance region of the Wald
large-sample normal test.

The **Wald with continuity correction ** interval is obtained by adding the term 1/(2*n) to the Wald interval.

The **Wilson** interval, which here is the default method, was introduced by Wilson (1927) and is the inversion of the CLT approximation to the family of equal tail tests of p = p0.
The Wilson interval is recommended by Agresti and Coull (1998) as well as by
Brown et al (2001). It is also returned as `conf.int`

from the function `prop.test`

with the `correct`

option set to `FALSE`

.

The **Wilson cc** interval is a modification of the Wilson interval adding a continuity correction term. This is returned as `conf.int`

from the function `prop.test`

with the `correct`

option set to `TRUE`

.

The **modified Wilson** interval is a modification of the Wilson interval for x close to 0
or n as proposed by Brown et al (2001).

The **Agresti-Coull** interval was proposed by Agresti and Coull (1998) and is a slight
modification of the Wilson interval. The Agresti-Coull intervals are never shorter
than the Wilson intervals; cf. Brown et al (2001). The internally used point estimator p-tilde is returned as attribute.

The **Jeffreys** interval is an implementation of the equal-tailed Jeffreys prior interval
as given in Brown et al (2001).

The **modified Jeffreys** interval is a modification of the Jeffreys interval for
`x == 0 | x == 1`

and `x == n-1 | x == n`

as proposed by
Brown et al (2001).

The **Clopper-Pearson** interval is based on quantiles of corresponding beta
distributions. This is sometimes also called exact interval.

The **arcsine** interval is based on the variance stabilizing distribution for the binomial
distribution.

The **logit** interval is obtained by inverting the Wald type interval for the log odds.

The **Witting** interval (cf. Beispiel 2.106 in Witting (1985)) uses randomization to
obtain uniformly optimal lower and upper confidence bounds (cf. Satz 2.105 in
Witting (1985)) for binomial proportions.

The **Pratt** interval is obtained by extremely accurate normal approximation. (Pratt 1968)

The **Mid-p** approach is used to reduce the conservatism of the Clopper-Pearson, which is known to be very pronounced. The method midp accumulates the tail areas.
The lower bound \(p_l\) is found as the solution to the equation
$$\frac{1}{2} f(x;n,p_l) + (1-F(x;m,p_l)) = \frac{\alpha}{2}$$
where \(f(x;n,p)\) denotes the probability mass function (pmf) and
\(F(x;n,p)\) the (cumulative) distribution function of the binomial
distribution with size \(n\) and proportion \(p\) evaluated at
\(x\).
The upper bound \(p_u\) is found as the solution to the equation
$$\frac{1}{2} f(x;n,p_u) + F(x-1;m,p_u) = \frac{\alpha}{2}$$
In case x=0 then the lower bound is
zero and in case x=n then the upper bound is 1.

The **Likelihood-based** approach is said to be theoretically appealing. Confidence intervals are based on profiling the binomial deviance in the neighbourhood of the
MLE.

For the **Blaker** method refer to Blaker (2000).

For more details we refer to Brown et al (2001) as well as Witting (1985).

Some approaches for the confidence intervals are capable of violating the [0, 1] boundaries and potentially yield negative results or values beyond 1. These would be truncated such as not to exceed the valid range of [0, 1].

So now, which interval should we use? The Wald interval often has inadequate coverage, particularly for small n and values of p close to 0 or 1. Conversely, the Clopper-Pearson Exact method is very conservative and tends to produce wider intervals than necessary. Brown et al. recommends the Wilson or Jeffreys methods for small n and Agresti-Coull, Wilson, or Jeffreys, for larger n as providing more reliable coverage than the alternatives.

For the methods `"wilson"`

, `"wilsoncc"`

, `"modified wilson"`

, `"agresti-coull"`

and `"arcsine"`

the internally used alternative point estimator for the proportion value can be returned (by setting `std_est = FALSE`

). The point estimate typically is slightly shifted towards 0.5 compared to the standard estimator. See the literature for the more details.

Agresti A. and Coull B.A. (1998) Approximate is better than "exact" for interval
estimation of binomial proportions.
*American Statistician*, **52**, pp. 119-126.

Brown L.D., Cai T.T. and Dasgupta A. (2001) Interval estimation for a binomial
proportion *Statistical Science*, **16**(2), pp. 101-133.

Witting H. (1985) *Mathematische Statistik I*. Stuttgart: Teubner.

Pratt J. W. (1968) A normal approximation for binomial, F, Beta, and other
common, related tail probabilities *Journal of the American Statistical Association*, 63, 1457-
1483.

Wilcox, R. R. (2005) *Introduction to robust estimation and hypothesis testing*. Elsevier Academic Press

Newcombe, R. G. (1998) Two-sided confidence intervals for the single proportion: comparison of seven methods, *Statistics in Medicine*, 17:857-872
https://pubmed.ncbi.nlm.nih.gov/16206245/

Blaker, H. (2000) Confidence curves and improved exact confidence intervals for discrete distributions, *Canadian Journal of Statistics* 28 (4), 783-798

`binom.test`

, `binconf`

, `MultinomCI`

, `BinomDiffCI`

, `BinomRatioCI`

```
BinomCI(x=37, n=43,
method=eval(formals(BinomCI)$method)) # return all methods
prop.test(x=37, n=43, correct=FALSE) # same as method wilson
prop.test(x=37, n=43, correct=TRUE) # same as method wilsoncc
# the confidence interval computed by binom.test
# corresponds to the Clopper-Pearson interval
BinomCI(x=42, n=43, method="clopper-pearson")
binom.test(x=42, n=43)$conf.int
# all arguments are being recycled:
BinomCI(x=c(42, 35, 23, 22), n=43, method="wilson")
BinomCI(x=c(42, 35, 23, 22), n=c(50, 60, 70, 80), method="jeffreys")
# example Table I in Newcombe (1998)
meths <- c("wald", "waldcc", "wilson", "wilsoncc",
"clopper-pearson","midp", "lik")
round(cbind(
BinomCI(81, 263, m=meths)[, -1],
BinomCI(15, 148, m=meths)[, -1],
BinomCI(0, 20, m=meths)[, -1],
BinomCI(1, 29, m=meths)[, -1]), 4)
# returning p.tilde for agresti-coull ci
BinomCI(x=81, n=263, meth="agresti-coull", std_est = c(TRUE, FALSE))
```

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