Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: RE: Confidence Interval for Proportion


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Confidence Interval for Proportion
Date   Tue, 11 Mar 2008 14:40:16 -0000

Very good point. 

Maarten buis

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). 

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 <n.j.cox@durham.ac.uk> 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
> 
> 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...

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index