Objective: To compare different methods to estimate the confidence interval of the incremental cost-effectiveness ratio (ICER).

Methods: The adequacy of Fieller intervals and three methods for calculating bootstrap intervals are compared based on a simulation of 10,000 trials, using data from one trial.

Results: Both Fieller and bootstrap methods lead to unsatisfactory results when the difference in effectiveness is approximately zero. Where this difference is significant, the four methods for calculating confidence intervals for ICER do not give very different results, but Fieller's interval performs best.

Conclusions: Since Fieller's confidence limits are relatively easy to compute compared with bootstrap simulations, we recommend using this method.