Greetings Carl
I wonder if using "xtmixed" would be the solution to your question.
Using the "auto" dataset...
. sysuse auto
(1978 Automobile Data)
. xtmixed mpg
Mixed-effects REML regression Number of obs
= 74
Wald chi2(0)
= .
Log restricted-likelihood = -233.87549 Prob > chi2
= .
------------------------------------------------------------------------------
mpg | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
_cons | 21.2973 .6725511 31.67 0.000 19.97912
22.61547
------------------------------------------------------------------------------
------------------------------------------------------------------------------
Random-effects Parameters | Estimate Std. Err. [95% Conf.
Interval]
-----------------------------+------------------------------------------------
sd(Residual) | 5.785503 .4755654 4.924621
6.796878
------------------------------------------------------------------------------
From this, I would estimate the standard deviation as 5.78 with a CI
ranging from 4.92 to 6.79. These could be squared to get the estimate
and CI for the variance.
Best regards,
Michael N. Mitchell
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Carl Mastropaolo wrote:
Hi
I have STATA10. I know this question will seem bizarre, but I can not
figure out how to calculate a confidence interval for a population variance
based upon sample data. Is there a command which will do this? This should
be ridiculously easy. It is easily done on an Excel spreadsheet.
Any help?
Thanx,
Carl
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