bi2wld_ni_del {EQUIVNONINF}

Function to compute corrected nominal levels for the Wald type (asymptotic) test for one-sided equivalence of two binomial distributions with respect to the difference of success rates

Description

Implementation of the construction described on pp. 183-5 of Wellek S (2010) Testing statistical hypotheses of equivalence and noninferiority. Second edition.

Usage

bi2wld_ni_del(N1,N2,EPS,SW,ALPHA,MAXH)

Arguments

N1

size of Sample 1

N2

size of Sample 2

EPS

noninferiority margin to the difference of success probabilities

SW

width of the search grid for determining the maximum of the rejection probability on the common boundary of the hypotheses

ALPHA

target significance level

MAXH

maximum number of interval-halving steps

Details

The program computes the largest nominal significance level to be used for determining the critical lower bound to the Wald-type statistic for the problem of testing H:p_1 \le p_2 - \varepsilon versus K: p_1 < p_2 - \varepsilon.

Value

N1

size of Sample 1

N2

size of Sample 2

EPS

noninferiority margin to the difference of success probabilities

SW

width of the search grid for determining the maximum of the rejection probability on the common boundary of the hypotheses

ALPHA

target significance level

MAXH

maximum number of interval-halving steps

ALPHA0

corrected nominal level

SIZE0

size of the critical region of the test at nominal level ALPHA0

SIZE_UNC

size of the test at uncorrected nominal level ALPHA

ERR_IND

indicator taking value 1 when it occurs that the sufficient condition allowing one to restrict the search for the maximum of the rejection probability under the null hypothesis to its boundary, fails to be satisfied; otherwise the indicator retains its default value 0.

Author(s)

Stefan Wellek <[e-mail]>
Peter Ziegler <[e-mail]>

References

Wellek S: Testing statistical hypotheses of equivalence and noninferiority. Second edition. Boca Raton: Chapman & Hall/CRC Press, 2010, \S 6.6.3.

Examples

bi2wld_ni_del(25,25,.10,.01,.05,10)