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From |
rgutierrez@stata.com (Roberto G. Gutierrez, StataCorp) |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Confidence Interval for Proportion |

Date |
Tue, 11 Mar 2008 12:31:37 -0500 |

Maarten buis <maartenbuis@yahoo.co.uk> gives simulation code for calculating coverage probabilities for "exact" binomial CIs: > set more off > capture program drop sim > program define sim, rclass > drop _all > set obs 1000 > gen x = uniform()<.99 > ci x, binomial > return scalar correct = r(lb)<.99 & r(ub)>.99 > end > simulate correct=r(correct), reps(10000): sim > sum correct A while ago, Nick Cox and wrote -bincoverage-, which will calculate binomial CI coverage probabilities exactly (and here we do mean "exactly") through the summing of binomial probabilities. . findit bincoverage -bincoverage- allows you to set the sample size, true success probability, nominal level, and the flavor of exact binomial CI to examine: Clopper-Pearson (the default), Wilson, Agresti, or Jeffreys. . bincoverage, n(50) p(0.75) wilson For N = 50 and p = .75, the true coverage probability of the nominal 95% wilson CI is 0.9519. --Bobby rgutierrez@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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