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Re: st: RE: How do I obtain confidence intervals for percentiles with survey data ?


From   Roger Newson <r.newson@imperial.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: How do I obtain confidence intervals for percentiles with survey data ?
Date   Tue, 30 Mar 2010 11:20:37 +0100

As it happens, I have plans to extend the -somersd- package with a new module -cenval-, calculating clustered and/or weighted confidence intervals for percentile values more simply and efficiently than can currently be done using -cendif- and/or -censlope-. However, recently I haven't had the time to concentrate on this.

Best wishes

Roger


On 30/03/2010 05:05, Steve Samuels wrote:
Roger Newson has an approach that works for any quantile, accounts for
clustering and weighting, but ignores stratification.  See:
http://www.stata.com/statalist/archive/2008-12/msg00925.html

One problem with a bootstrap approach is that the weights for each
replicate must be re-normalized so that they add to the population
total.

Steve


On Mon, Mar 29, 2010 at 5:17 PM, Lachenbruch, Peter
<Peter.Lachenbruch@oregonstate.edu>  wrote:
If you can't find anything else, you can bootstrap the percentiles 1000 times and get approximate confidence intervals.

Tony

  From:  Liliana Olarte
Sent: Monday, March 29, 2010 1:44 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: How do I obtain confidence intervals for percentiles with survey data ?

Since I have survey data,  I have to use the command pctile but Stata
reports the percentile not the conffidence interval, ¿what can I do to
obtain the confidence interval?


Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax:    206-202-4783

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--
Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

Opinions expressed are those of the author, not of the institution.

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