Wald-z asymptotic methods, with and without a continuity correction, have less than nominal coverage probability characteristics but continue to be used. Newcombe's hybrid method and the Agresti-Caffo methods have coverage probabilities that are near nominal for either equal or unequal samples. Newcombe's hybrid and Agresti-Caffo methods demonstrate superior coverage properties.
Reed, James F. III
"Improved Confidence Intervals for the Difference between Two Proportions,"
Journal of Modern Applied Statistical Methods:
1, Article 18.
Available at: http://digitalcommons.wayne.edu/jmasm/vol8/iss1/18