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 log-likelihood 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.