Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Bootstrapping question |

Date |
Wed, 6 Feb 2013 22:24:22 -0500 |

Lenth's site states that he use the "exact", presumably Clopper-Pearson, intervals, which is known to be conservative. But this is not what Stata computes. Since a 50% sample proportion is not possible with n = 27, the closest one can get to 50% is with k = 13 or 14 events. I'm not sure what Lenth's applet shows (I don't have Java enabled), but Stata does not show a 17.3% margin of error, rather a number closer to 20% . cii 27 13 -- Binomial Exact -- Variable | Obs Mean Std. Err. [95% Conf. Interval] ----------+--------------------------------------------------------------- | 27 .4814815 .096159 .2866725 .6805035 . cii 27 14 -- Binomial Exact -- Variable | Obs Mean Std. Err. [95% Conf. Interval] ----------+--------------------------------------------------------------- | 27 .5185185 .096159 .3194965 .7133275 You could have skipped the trip to Length's site and used Stata's own -cii- command with the Wilson intervals, recommended for n < 40 (Brown et al, 2008). . cii 27 13, wilson ------ Wilson ------ Variable | Obs Mean Std. Err. [95% Conf. Interval] ----------+--------------------------------------------------------------- | 27 .4814815 .096159 .3074323 .6601438 . cii 27 14, wilson ------ Wilson ------ Variable | Obs Mean Std. Err. [95% Conf. Interval] ---------+--------------------------------------------------------------- | 27 .5185185 .096159 .3398562 .6925677 Brown, L. D., T. T. Cai, and A. DasGupta. 2001. Interval estimation for a binomial proportion. Statistical Science 16: 101–133 Steve Steven J Samuels Consulting Statistician 18 Cantine's Island Saugerties NY 12477 Voice: 845-246-0774 On Feb 6, 2013, at 8:08 PM, Nick Cox wrote: I don't think I can add usefully to my previous comments. Saying that you used a particular program does not convey much to me. What does "improve the confidence intervals" mean? Nick On Wed, Feb 6, 2013 at 8:53 PM, Ilian, Henry (ACS) <Henry.Ilian@dfa.state.ny.us> wrote: > The sample size 1s 27, which is the largest number the case readers can handle in the amount of time allotted. The population the sample is drawn from is 140. To get a confidence interval for proportion I used Lenth's on-line application, http://homepage.cs.uiowa.edu/~rlenth/Power/. Since the items have different proportions, there are several confidence intervals. Using 50% as the proportion (meaning that for a particular item, 50% of the sample were awarded the highest ordinal rating, and the other 50% were awarded other ratings), I got a margin of error of 17.3%. For a proportion of 70%, the margin of error is 16%, etc. > > I'm new to the idea of bootstrapping, but it seemed to be a way to improve the confidence intervals. > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox > Sent: Wednesday, February 06, 2013 2:04 PM > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: Bootstrapping question > > For once, my line differs slightly from Maarten's. > > The crunch is that nowhere did Henry state where his confidence > intervals come from. If they were based on inappropriate assumptions, > bootstrapping may do better. But if the confidence intervals one way > are wide, the expectation is of a similar story from -bootstrap-. > > Nick > > On Wed, Feb 6, 2013 at 6:55 PM, Maarten Buis <maartenlbuis@gmail.com> wrote: >> On Wed, Feb 6, 2013 at 5:28 PM, Ilian, Henry (ACS) wrote: >>> I am working with samples that result in very large confidence intervals, and there is no way to get larger samples. Therefore bootstrapping is an appealing option. >> >> Unfortunately the bootstrap is not going to help. The large confidence >> intervals mean that there is very little information present in your >> data, and no statistical technique can add information that was not >> present in your data to begin with. So it seems that you will just >> have to live with the very large confidence intervals. > * > * 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/ > > > Confidentiality Notice: This e-mail communication, and any attachments, contains confidential and privileged information for the exclusive use of the recipient(s) named above. If you are not an intended recipient, or the employee or agent responsible to deliver it to an intended recipient, you are hereby notified that you have received this communication in error and that any review, disclosure, dissemination, distribution or copying of it or its contents is prohibited. If you have received this communication in error, please notify me immediately by replying to this message and delete this communication from your computer. Thank you. > > > * > * 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/ * * 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**:**Re: st: Bootstrapping question***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**Re: st: Problem with standard errors using eststo***From:*Johan Hellström <johan.hellstrom@pol.umu.se>

**st: Bootstrapping question***From:*"Ilian, Henry (ACS)" <Henry.Ilian@dfa.state.ny.us>

**Re: st: Bootstrapping question***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: Bootstrapping question***From:*Nick Cox <njcoxstata@gmail.com>

**RE: st: Bootstrapping question***From:*"Ilian, Henry (ACS)" <Henry.Ilian@dfa.state.ny.us>

**Re: st: Bootstrapping question***From:*Nick Cox <njcoxstata@gmail.com>

- Prev by Date:
**Re: st: Question about fixed effects** - Next by Date:
**re: st: wish list Stata 13** - Previous by thread:
**Re: st: Bootstrapping question** - Next by thread:
**Re: st: Bootstrapping question** - Index(es):