Unconditional small-sample confidence intervals for the odds ratio

The traditional approach to 'exact' small-sample interval estimation of the odds ratio for binomial, Poisson, or multinomial samples uses the conditional distribution to eliminate nuisance parameters. This approach can be very conservative. For two independent binomial samples, we study an unconditional approach with overall confidence level guaranteed to equal at least the nominal level. With small samples this interval tends to be shorter and have coverage probabilities nearer the nominal level.