st: RE: RE: Fw: Calculating a confidence interval for population variance based upon sample.

 From "Lachenbruch, Peter" To "'statalist@hsphsun2.harvard.edu'" Subject st: RE: RE: Fw: Calculating a confidence interval for population variance based upon sample. Date Mon, 1 Feb 2010 08:35:38 -0800

This is usually based on the chi-squared distribution - but it is rarely used because the variance is affected by a) outliers, b) distribution.  I don't have my Rosner handy so I'm uncertain if it's the procedure he recommends.
I would propose a couple of alternatives:
1.	find a bootstrap confidence interval for the variance using percentiles or accelerated bootstrap.
2.	Abandon the chi-square and get estimates of the percentiles of interest (e.g., 0.025, 0.05, 0.1 and their complements) with centile.  This may have a problem if sample size is small.
After finding the confidence interval for the variance, you can find the standard deviation easily enough

Tony

Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Visintainer PhD, Paul
Sent: Monday, February 01, 2010 7:15 AM
To: 'statalist@hsphsun2.harvard.edu'
Subject: st: RE: Fw: Calculating a confidence interval for population variance based upon sample.

Carl,

There is a procedure in Rosner [Rosner, B. "Fundamentals of Biostatistics, (6th ed.), Duxbury, Press (The Thompson Company): Belmont, CA, 2006, pgs. 199-201.]

If you send me your email, I can pass along a "not-ready-for-prime-time" .ado that I use for the calculation.

-p

___________________________________
Paul F. Visintainer, PhD
Baystate Medical Center
Springfield, MA 01199

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Carl Mastropaolo
Sent: Monday, February 01, 2010 9:47 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: Fw: Calculating a confidence interval for population variance based upon sample.

Hi

I have STATA10.

I can not figure out how to calculate a simple confidence interval for a
population variance
based upon sample data.  STATA will calculate the sample standard deviation,
but I can not figure out how to compute a confidence interval for the
population standard deviation.  Is there a command which will do this?

Any help?

Thanx,
Carl

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