I do most of my teaching in SPSS, often through gritted teeth, because of the blind spot in epidemiological analyses. Students are justifiably demoralised when I tell them you can only get an odds ratio and its confidence interval by clicking on the rather obscure “Cochran’s and Mantel-Haenszel statistics” option under “Crosstabs”… and you can’t get a relative risk at all, nor can you just ask for a confidence interval round a proportion. Gee, who needs these boring stats anyway? They won’t help us “increase revenue, outperform competitors, conduct research and make better decisions” [http://www-01.ibm.com/software/analytics/spss/products/statistics/ – accessed 19 September 2012].
OK, that’s enough ranting. Here’s the solution: buy Stata. But in the meantime, until the shiny CD-ROM arrives from College Station, Texas, you can download this little spreadsheet which I hand out to my students. [Link updated 25 October 2013] It gives you an approximate and an exact CI in each case, and also you can look at the Excel formulas to try and work out what’s going on ‘under the hood’.