Wednesday, August 08, 2012

How to calculate confidence interval of incidence rate under the Poisson distribution


How to calculate the confidence  interval of incidence rate under the Poisson distribution


Incidence rate (IR) = # event (N) / person-time at risk (T)

The exact Poisson confidence interval (CI) (Ulm, 1990): 
                   (1- α) % CI of N =
                   (1- α) % CI of IR


If is large, 95% CI of N
                    95% CI of IR =  = 

You may use PQRS or use an online calculate like GraphPad QuickCalcs, or Quantile Function Calculator to get a quantile of the chi-square distribution.


The Online OpenEpi, a nice Epidemiologic Calculator, provides different ways to get these confidence intervals. I noticed, if N = 0, the calculator gives N = 0.5 to avoid unrealistic results.


Stata can give exact Poisson CI:
     .cii T N, poisson

10 comments:

Birgit said...

There is a typo in the CI for the incidence rate for Poisson distribution, second line of IR for "large N": the first formula is correct, but the second is not, the denominator of the half-width is sqrt(T) in your notation, not sqrt(N).

Yiling J Cheng said...

Thank you Birgit for your question, but the SQRT(N) is not a typo. SQRT(N)/T = [SQRT(N)*SQRT(N)]/[T*SQRT(N)] = [N/[T*SQRT(N)] = (N/T)/SQRT(N) = IR/SQRT(N). Thanks again for double-checking my formula.

Birgit said...

You are right. Sorry.

Mr.Lu said...

useful, thanks for this information.

Anonymous said...

Can you explain why this formula is different from the Wald interval (Normal approximation) formula which would look like this: IR∓1.96*√(IR/N)?
Thanks!

ee said...

Does 1.96 * IR / √N represent the standard error of the IR? Thank you!

Anonymous said...

That's my question as well: shouldn't standard error be √IR / √N with 1.96 being a 95% z-score... Thank you!

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Anonymous said...

Thanks for the post, it is really helpful! Do we know how to calculate p-value for this?