Inference for proportions in a 2 x 2 contingency table: HPD or not HPD?

Biometrics. 2008 Dec;64(4):1293-5; discussion 1295-6. doi: 10.1111/j.1541-0420.2008.01134_1.x.

Abstract

Highest posterior density intervals are common in Bayesian inference, but as noted by Agresti and Min (2005, Biometrics 61, 515-523) they are not invariant under transformations. Agresti and Min suggested central or "tail" intervals as preferable in the context of the relative risk and odds ratio. A modification to this is proposed for extreme outcomes, as invariance is maintained when replacing central intervals by one-sided intervals. Bayes-Laplace priors for the binomial parameters appear preferable here, compared to Jeffreys priors, contrary to Agresti and Min's suggestion based on frequentist coverage.

Publication types

  • Comment

MeSH terms

  • Bayes Theorem
  • Biometry / methods*
  • Odds Ratio
  • Risk
  • Statistics as Topic / methods*