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From |
jpitblado@stata.com (Jeff Pitblado, StataCorp LP) |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: svy proportion - confidence intervals |

Date |
Thu, 06 Sep 2007 09:51:52 -0500 |

Yesterday I posted a reply to Hillel Alpert's question about 'Binomial Wald' confidence intervals. I then recieved a private email (from someone else) that pointed out that I made an incorrect assertion about the standard errors of the sample proportion, sehat(phat), produced by -proportion- and -ci, binomial wald-. While the formula used by -ci, binomial wald- is sehat(phat) = sqrt(phat(1-phat)/N) (1) -proportion-s formula is essential the same as sehat(phat) = sqrt(phat(1-phat)/(N-1)) (2) The methodological distinction here is that formula (1) is derived using maximum likelihood, while formula (2) is the same as the standard formulas for the standard error of the sample mean, which uses the sample variance calculation (an unbiased estimate of the sample variance of the measurement). --Jeff jpitblado@stata.com * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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