RE: st: Confidence intervals: saving -proportion- estimates to a .dta or .csv file last estimates not found

[Richard Williams <richardwilliams.ndu@gmail.com>]

At 08:45 AM 11/4/2011, Tim Evans wrote:
> I've realised I would like the confidence intervals also. But I'm 
> not sure I can find the right values in -ereturn list- that will 
> allow me to calculate the CIs. Can anyone help?

First, you want the square roots of the diagonals of the variance 
matrix, i.e. the standard errors. After -mim-, this matrix is stored 
in e(MIM_T). Or, just use the -storebv- option, and you get stuff 
stored in e(b) and e(V). The (untested) code will be something like this:

matrix bmat = e(MIM_Q)
matrix vmat = e(MIM_T)
forval j = 1/4 {
gen prop`j' = bmat[1,`j']
gen se`j' = bmat[`j', `j'] ** .5
gen lower`j' = se`j' * -1.96 + prop`j'
gen upper`j' = se`j' * 1.96 + prop`j'
}
sum prop* se* lower* upper*
collapse (mean) prop* se* lower* upper*

I am assuming the sample is large and that 1.96 is the appropriate 
critical value. If small you may need to use the appropriate T value 
instead. Make sure that the data set matches what the proportion 
command gave you - it is possible I am doing something wrong here, 
i.e. given that this is a proportion I might have the formula wrong, 
in which case you need to hunt down the right formula for the CI.

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Tim Evans
> Sent: 04 November 2011 11:39
> To: 'statalist@hsphsun2.harvard.edu'
> Subject: RE: st: SOLVED! saving -proportion- estimates to a .dta or 
> .csv file last estimates not found
>
> Ignore last post, have just had another google search and found this 
> helpful thread:
>
> http://statalist.1588530.n2.nabble.com/mim-and-parmest-td5013352.html
>
> from Martin Weiss which shows that mim does not store estimates in 
> e(b) rather e(MIM_Q).
>
> Updated code is this:
>
> proportion stage
> matrix bmat = e(MIM_Q)
> forval j = 1/4 {
> gen prop`j' = bmat[1,`j']
> }
> sum prop*
> collapse (mean) prop*
>
> Best wishes
>
> Tim
>
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Tim Evans
> Sent: 04 November 2011 11:31
> To: 'statalist@hsphsun2.harvard.edu'
> Subject: RE: st: saving -proportion- estimates to a .dta or .csv 
> file last estimates not found
>
> Having tried both methods suggest by Maarten and Richard, I think 
> Richard's will work best, but I have a problem in that I am using 
> this on a multiple imputed dataset. When I run the analysis, I am 
> returned with an error (details below):
>
> mim: proportion stage if _mj>0 & inrange(yydx,1985,1989)
> matrix bmat = e(b)
>
> last estimates not found
> r(301)
>
> yet when I run this:
>
> proportion stage if _mj>0 & inrange(yydx,1985,1989)
> matrix bmat = e(b)
> forval j = 1/4 {
> gen prop`j' = bmat[1,`j']
> }
> sum prop*
> collapse (mean) prop*
>
>
> Its absolutely fine - but not what I want.
>
> Any suggestions appreciated.
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Richard Williams
> Sent: 03 November 2011 18:27
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: saving -proportion- estimates to a .dta or .csv file
>
> At 11:54 AM 11/3/2011, Tim Evans wrote:
> >I'm trying to save and export the proportion estimates I obtain from
> >using -proportion- into a useable data file, either .csv or .dta.
> >
> >However having googled this and looked at help resources with
> >-proportion- I don't seem to find what I am after.
> >
> >How would I return the results from the following code into a data file:
> >
> >sysuse auto
> >proportion rep78 , over(foreign)
>
> The estimates are ereturned in e(b). If nothing else you could
> generate variables equal to those values, cut your data set down to
> one case, and save under a new name. Something like
>
> sysuse auto
> proportion rep78 , over(foreign)
> matrix bmat = e(b)
> forval j = 1/10 {
> gen prop`j' = bmat[1,`j']
> }
> sum prop*

-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

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