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Five Interval Estimators for Proportion Ratio under a Stratified Randomized Clinical Trial with Noncompliance

It is not uncommon that we may encounter a randomized clinical trial (RCT) in which there are confounders which are needed to control and patients who do not comply with their assigned treatments. In this paper, we concentrate our attention on interval estimation of the proportion ratio (PR) of probabilities of response betwen two treatments in a stratified noncompliance RCT. We have developed and considered five asymptotic interval estimators for the PR, including the interval estimator using the weighted‐least squares (WLS) estimator, the interval estimator using the Mantel‐Haenszel type of weight, the interval estimator derived from Fieller's Theorem with the corresponding WLS optimal weight, the interval estimator derived from Fieller's Theorem with the randomization‐based optimal weight, and the interval estimator based on a stratified two‐sample proportion test with the optimal weight suggested elsewhere. To evaluate and compare the finite sample performance of these estimators, we apply Monte Carlo simulation to calculate the coverage probability and average length in a variety of situations. We discuss the limitation and usefulness for each of these interval estimators, as well as include a general guideline about which estimators may be used for given various situations. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)