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From |
Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: correct confidence intervals of -mean- ? |

Date |
Sat, 6 Mar 2010 19:05:38 +0530 |

Hi Dirk, I assume the behaviour you are looking for is given by: mean price if rep78==1 etc. The reason for the CIs being the way they are in the output of -mean- is because the degrees of freedom takes into account the calculation of a covariance matrix with observations in other subpopulations (albeit with covariance restricted to zero). The manual makes this clear for the estimation of means, but not for the covariance estimates. Just a guess though. T 2010/3/6 Dirk Enzmann <dirk.enzmann@uni-hamburg.de>: > Very carefully I want to ask: Are the confidence intervals given by -mean- > really correct? > > Below I compare the results of -mean- with the results of a different > procedure: > > * -------------------------------------- > sysuse auto, clear > mean price, over(rep78) > > local df = e(df_r) > display "degrees of freedom = n-1 = `df'" > * Note that here df is the number of the total sample - 1! > > * alternative route: > collapse (mean) mprice=price (sd) sdprice=price (count) nprice=price if > (rep78 < .), by(rep78) > * calculate the confidence intervals the -mean- way: > gen ci95la = mprice - invttail(`df',.025)*sdprice/sqrt(nprice) > gen ci95ua = mprice + invttail(`df',.025)*sdprice/sqrt(nprice) > * calculate the confidence intervals a different way: > gen ci95lb = mprice - invttail(nprice-1,.025)*sdprice/sqrt(nprice) > gen ci95ub = mprice + invttail(nprice-1,.025)*sdprice/sqrt(nprice) > * compare both sets of confidence intervals (..a vs ..b): > list > * -------------------------------------- > > My question: Which procedure is correct? > > ************************************************* > Dr. Dirk Enzmann > Institute of Criminal Sciences > Dept. of Criminology > Schlueterstr. 28 > D-20146 Hamburg > Germany > > phone: +49-(0)40-42838.7498 (office) > +49-(0)40-42838.4591 (Mrs Billon) > fax: +49-(0)40-42838.2344 > email: dirk.enzmann@uni-hamburg.de > www: > http://www2.jura.uni-hamburg.de/instkrim/kriminologie/Mitarbeiter/Enzmann/Enzmann.html > ************************************************* > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > -- To every ω-consistent recursive class κ of formulae there correspond recursive class signs r, such that neither v Gen r nor Neg(v Gen r) belongs to Flg(κ) (where v is the free variable of r). * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: correct confidence intervals of -mean- ?***From:*Dirk Enzmann <dirk.enzmann@uni-hamburg.de>

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