We have presented a new likelihood-based approach for constructing confidence intervals of effect size that are applicable to small samples. We also conduct a simulation study to compare the coverage probability of the new likelihood-based method with other three methods proposed by Hedges and Olkin and Kraemer and Paik. Simulation studies show that the confidence interval generated by the modified signed log-likelihood ratio method possesses essentially exact coverage probabilities even for small samples, although the coverage probabilities are consistently but slightly less than the nominal level. The methods are also applied to two examples.
Copyright 2005 John Wiley & Sons, Ltd.