Evaluation of exact and asymptotic interval estimators in logistic analysis of matched case-control studies

We compare six methods for constructing confidence intervals for a single parameter in stratified logistic regression. Three of these are based on inversion of standard asymptotic tests--namely, the Wald, the score, and the likelihood ratio tests. The other three are based on the exact distribution of the sufficient statistic for the parameter of interest. These include the traditional exact method of constructing confidence intervals, and two others, the mid-P and mean-P methods, which are modifications of this procedure that aim at reducing the conservative bias of the exact method. Using efficient algorithms, the six methods are compared by determination of their exact coverage levels in a series of conditional sample spaces. An incident case-control study of lung cancer in women is used to further illustrate the differences among the various methods. Computation of coverage functions is seen as a useful graphical diagnostic tool for assessing the appropriateness of different methods. The mid-P and the score methods are seen to have better coverage properties than the other four.