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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/

**Follow-Ups**:**st: imputation***From:*"josemaria" <jmpsouza@usp.br>

**References**:**st: RE: Confidence Interval for Proportion***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**Re: st: RE: Confidence Interval for Proportion***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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