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st: AW: Confidence interval for the coefficients


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Confidence interval for the coefficients
Date   Tue, 27 Jul 2010 18:00:22 +0200

<> 

Try Maarten`s http://www.stata-journal.com/article.html?article=st0137:


*************
sysuse auto, clear
reg mpg weight
di _b[weight] - invttail(e(df_r),0.025)*_se[weight]

di _b[weight] + invttail(e(df_r),0.025)*_se[weight]
*************



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Thomas Speidel
Gesendet: Dienstag, 27. Juli 2010 17:54
An: statalist@hsphsun2.harvard.edu
Betreff: st: Confidence interval for the coefficients

I am sure this has been asked before, but my search did not reveal any
hits in the archive.  Why is the following happening:

. sysuse auto, clear
. reg mpg weight

        Source |       SS       df       MS              Number of obs  
=      74
-------------+------------------------------           F(  1,    72) =
134.62
         Model |   1591.9902     1   1591.9902           Prob > F       
=  0.0000
      Residual |  851.469256    72  11.8259619           R-squared      
=  0.6515
-------------+------------------------------           Adj R-squared =
0.6467
         Total |  2443.45946    73  33.4720474           Root MSE       
=  3.4389

----------------------------------------------------------------------------
--
           mpg |      Coef.   Std. Err.      t    P>|t|     [95% Conf.  
Interval]
-------------+--------------------------------------------------------------
--
        weight |  -.0060087   .0005179   -11.60   0.000    -.0070411    
-.0049763
         _cons |   39.44028   1.614003    24.44   0.000     36.22283    
  42.65774
----------------------------------------------------------------------------
--

. di _b[weight] - 1.96 * _se[weight]
-.00702373

. di _b[weight] + 1.96 * _se[weight]
-.00499365

Why -.00702373 != -.0070411 and -.00499365 != -.0049763 ? Rounding off
error/computer precision? --

Thomas Speidel


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