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RE: st: Standard error of a sum


From   "Meloria Meschi" <mmeschi@johncabot.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Standard error of a sum
Date   Wed, 14 Jun 2006 07:50:22 +0200

Well summarize gives me mean, standard deviation, the usual stuff.  ci gives the confidence interval around the mean, with the se calculated in the usual way, ie sdev/sqrt(n).
 
If the sum is say, 1000 and the mean is 50 - I can't surely use the standard error of the mean to construct a confidence interval for the sum.  And also the stdev should refer to the mean - population mean, rather than sample mean.  So how do I get the SE of the sum?  
 
My version of stata does not allow the display option by the way.   
 
Meloria Meschi

________________________________

From: owner-statalist@hsphsun2.harvard.edu on behalf of Clive Nicholas
Sent: Tue 13/6/06 21:53
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Standard error of a sum



Meloria Meschi wrote:

> I have a silly problem that's driving me nuts.  I have estimated two
> production function, with AR(1) correction.  I got 7 point forecasts each
> and their standard errors (call each forecast series x1 and x2).  I have
> computed the confidence intervals for each of these forecasts.
>
> Then I have added the two forecasts into one series y=x1 + x2 and produced
> s.e. and confidence intervals for this series as well.  What I need now is
> a confidence interval for the sum of y (ie total production from the two
> sites).  How do I compute the standard error for this total? And does it
> actually make sense to do so?

What does

. summarize y, display

tell you? I'm assuming these functions are continuous, valid measurements
which have no bounds. If so, calculating standard errors should pose no
difficulties. But only _you_ can answer that question!

You're politely reminded not to send attachments to the list.

CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps

Whereever you go and whatever you do, just remember this. No matter how
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