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From |
"Roger B. Newson" <r.newson@imperial.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Missing confidence intervals for median after using -bootstrap- or -bpmedian- |

Date |
Tue, 13 Nov 2012 11:49:56 +0000 |

parmest, list(,)

I hope this helps. Best wishes Roger 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. On 13/11/2012 00:49, Nick Cox wrote:

I am not a statistician; in fact many, perhaps most, people on this list wouldn't call themselves statisticians. You are asked to make clear where user-written programs you refer to come from. -bpmedian- is from SSC or Roger Newson's website. You don't tell us anything much about your data, either what it is (the name "var" is not revealing) or any descriptive statistics. But I see you have a large sample size. It seems likely therefore that the confidence interval for anything will be narrow at worst. However, it seems likely also from your results that you have lots of ties. If so, the unusual result of a confidence interval of length 0 is likely to be an artefact of coarseness in data recording. If so, then reporting a confidence interval isn't really possible, as it should be more like .8 +/- smidgen where smidgen is less than the resolution of measurement. By resolution, I mean the minimum difference between reported measurements. If possible data are values like .7, .8, .9 the resolution is 0.1. Conversely, if I were reviewing or examining this research, I would want a report on the fraction of values that were recorded as .8. In fact I would want a graph of the data. Of course, you may intend to do all that. Nick On Mon, Nov 12, 2012 at 9:32 PM, Vasyl Druchkiv <dvv1985@yahoo.de> wrote:Dear statisticians, I try to estimate CI's for the median with -bpmedian- or with -bootstrap- using *--------------------- begin example ------------------ centile var bootstrap median=r(p50): sum var, detail *--------------------- end example -------------------- The problem is that I get empty cells on standard error and confidence intervals either by implementing -bpmediam- or -bootstrap-. *--------------------- begin example ------------------ Bonett-Price confidence interval for median of: var Number of observations: 16872 ---------------------------------------------------------------------------- -- var | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+-------------------------------------------------------------- -- _cons | -.8 . . . . . *--------------------- end example ------------------ I looked for the calculation method used in -bpmedian- . This method is described in: Bonett, D. G. and Price, R. M. 2002. Statistical inference for a linear function of medians: Confidence intervals, hypothesis testing, and sample size requirements. Psychological Methods 7(3): 370-383. Furthermore, I tried to estimate CI's with SPSS using bootstrap and got (-0.8;-0.8) for 95% CI's. It means that the problem occurs when both limits coincide with the median. However, the method described in Bonnett-Price uses the formula: sum(cjηj)±Za/2(sum(cj2varηj))^1/2 (pp: 372) So, even if the last term is equal to 0 due to the pointy distribution (var ηj=0), lower and upper limits must be displayed in stata output and be equal to -0.8 in my example. Can I just assume that CI's are equal to median?* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**AW: st: Missing confidence intervals for median after using -bootstrap- or -bpmedian-***From:*"Vasyl Druchkiv" <dvv1985@yahoo.de>

**References**:**st: Missing confidence intervals for median after using -bootstrap- or -bpmedian-***From:*"Vasyl Druchkiv" <dvv1985@yahoo.de>

**Re: st: Missing confidence intervals for median after using -bootstrap- or -bpmedian-***From:*Nick Cox <njcoxstata@gmail.com>

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