Construction of confidence limits about effect measures: A general approach

Abstract It is widely accepted that confidence interval construction has important advantages over significance testing for the presentation of research results, as now facilitated by readily available software. However, for a number of effect measures, procedures are either not available or not satisfactory in samples of small to moderate size. In this paper, we describe a general approach for estimating a difference between effect measures, which can also be used to obtain confidence limits for a risk ratio and a lognormal mean. Numerical evaluation shows that this closed‐form procedure outperforms existing methods, including the bootstrap. Copyright © 2007 John Wiley & Sons, Ltd.