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Re: st: RE: Confidence Interval for Proportion


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: RE: Confidence Interval for Proportion
Date   Tue, 11 Mar 2008 14:32:06 +0000 (GMT)

Though I could not find in the paper documentation which method is used
by -proportion-. Moreover, here we are dealing with a multinomial
proportions, which is subject to a (obviously related) debate about
properties of the different simultaneous confidence intervals. An
overview can be found in (Hou, et al 2003). 

-- Maarten 

Chia-Ding Hou, Jengtung Chiang and John Jen Tai (2003) `A family of
simultaneous confidence intervals for multinomial proportions',
Computational Statistics & Data Analysis, 43(1): 29--45. 

--- Nick Cox <[email protected]> wrote:

> The "correct" CI for a binomial variable is a matter of dispute. 
> 
> In your case you are looking for a CI around a point estimate of
> 0.029. 
> 
> A symmetric CI around such a point estimate is likely to include 0 
> and some negative values unless the sample size is very, very large. 
> 
> Some people just truncate the interval at 0, but a more defensible 
> procedure is to work on a transformed scale and back-transform, or do
> 
> something approximately equivalent that yields positive endpoints
> for the CI with about the right coverage. [R] ci has several pointers
> to the literature. 
> 
> Alternative CIs can be got in this way: 
> 
> . gen rep78_1 = rep78 == 1 
> . ci rep78_1 if rep78 < ., binomial jeffreys
> . ci rep78_1 if rep78 < ., binomial Wilson
> 
> Nick
> [email protected] 
> 
> Martin Weiss
> 
> try this in Stata:
> 
> 
> ************************
> sysuse auto, clear
> proportion rep78
> matrix define A=e(b)
> matrix define B=e(V)
> count if rep78!=.
> *Upper/Lower Bound for proportion of "1"
> di A[1,1]+invnormal(1-0.05/2)*sqrt(A[1,1]*(1-A[1,1])/`r(N)')
> di A[1,1]-invnormal(1-0.05/2)*sqrt(A[1,1]*(1-A[1,1])/`r(N)')
> *Standard Error for "1"
> *Mistake obviously there...
> di sqrt(A[1,1]*(1-A[1,1])/`r(N)')
> ************************
> 
> 
> Then let me know: why do I not hit the correct CI for the proportion
> of
> "1"
> in the repair record? Something`s wrong with the standard error, I do
> not
> know what, though...


-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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