Approximate variance formulas for standardized rate ratios

Some of the techniques which are used to estimate the variance of and confidence intervals for standardized rate ratios either ignore variability of comparison rates or tend to yield confidence intervals which are too narrow when the point estimate is substantially different from one. This paper presents non-iterative, asymptotic formulas for the variance of standardized rate ratios which are applicable when the comparison rates should not be treated as constants, or when the point estimate differs substantially from the null value.