Confidence intervals of effect size for paired studies

To construct a confidence interval of effect size in paired studies, we propose four approximate methods - Wald method, variance- stabilizing transformation method, and signed and modified signed loglikelihood ratio methods. We compare these methods using simulation to determine those that have good performance in terms of coverage probability. In particular, simulations show that the modified signed log-likelihood ratio method produces a confidence interval with a nearly exact coverage probability and highly accurate and symmetric error probabilities even for very small samples. We apply the methods to data from an iron deficiency anemia study.