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

 From Tim Evans To "'statalist@hsphsun2.harvard.edu'" Subject RE: st: Confidence intervals: saving -proportion- estimates to a .dta or .csv file last estimates not found Date Mon, 7 Nov 2011 11:38:21 +0000

```Hi Richard,

Thanks for your reply. I've had a go at implementing this code, but I don't get the same standard errors as what are in my output table, and as such the confidence intervals do not match either. In the original code there was a double asterisk for this code:  gen se`j' = vmat[`j', `j'] **.5, I removed this as I had an error message saying 'bmat not found'

I'm still unsure about how to convert the total covariance matrix estimate e(MIM_T) into the standard error. Apologies if this is basic math.

This is my example with the auto data:

BEGIN EXAMPLE:

clear all
sysuse auto, clear
recode rep78 1/2=3
recode foreign (0/1=.) if trunk==10
ice rep78 foreign mpg, clear m(5) seed(1234) saving(impauto) replace

mim: proportion rep78
matrix bmat = e(MIM_Q)
matrix vmat = e(MIM_T)

forval j = 1/4 {
gen prop`j' = bmat[1,`j']
gen se`j' = vmat[`j', `j'] * .5
gen se_`j'b = se`j'* 1.96
gen lower`j' = prop`j' - se_`j'b
gen upper`j' = prop`j' + se_`j'b
}

sum prop* se* lower* upper*
collapse (mean) prop* se* lower* upper*
list in 1/1

***END CODE***

Best wishes

Tim

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Richard Williams
Sent: 04 November 2011 21:18
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: Confidence intervals: saving -proportion- estimates to a .dta or .csv file last estimates not found

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
>
>Ignore last post, have just had another google search and found this
>
>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
>
>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)
>
>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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