while trying to figure out how the confidence interval at 95% level is linked
to the standard error, I came up with following problem (as I tried to use the
replace command) : the parts of the command that connect are just for standard
errors 0, .25, .5 and .75 .Obviously the standard errors visible on the screen
are not perfectly consistent with what is visible plus the hidden parts
(lingering parts) .Can anyone help me with that.And while I am at it ,can
anyone tell me how to retrieve the lower boundaries and the upper boundaries
of confidence intervals ?
. capture program drop lnsimvz1
.
. program define lnsimvz1
1. if "`1'"=="?" {
2. global S_1 " pu pl p se t mean"
3. exit
4. }
5. drop _all
6. use clt
7. sample 4
8. ttest a = 3
9. return list
10. post `1' r(p_u) r(p_l) r(p) r(se) r(t) r(mu_1)
11. end
.
.
end of do-file
. simul lnsimvz1 , reps(1000)
. list in 1/5
pu pl p se t mean
1. .681191 .318809 .6376181 .4787135 -.5222329 2.75
2. .7524873 .2475127 .4950253 .6454972 -.7745967 2.5
3. . . . 0 . 4
4. .7524873 .2475127 .4950253 .6454972 -.7745967 2.5
5. .5 .5 1 .7071068 0 3
. tab se
se | Freq. Percent Cum.
------------+-----------------------------------
0 | 34 3.40 3.40
.25 | 134 13.40 16.80
.2886751 | 108 10.80 27.60
.4082483 | 117 11.70 39.30
.4787135 | 232 23.20 62.50
.5 | 67 6.70 69.20
.5773503 | 52 5.20 74.40
.6291529 | 62 6.20 80.60
.6454972 | 49 4.90 85.50
.7071068 | 57 5.70 91.20
.75 | 80 8.00 99.20
.8660254 | 8 0.80 100.00
------------+-----------------------------------
Total | 1000 100.00
. do "C:\WINDOWS\TEMP\STD010000.tmp"
. gen interval = 1.837386
. replace interval = 0 if se == 0
(34 real changes made)
. replace interval = 1.591224 if se == .25
(134 real changes made)
. replace interval = 1.591224 if se == .2886751
(0 real changes made)
. replace interval = 2.598456 if se == .4082483
(0 real changes made)
. replace interval = 3.04696 if se == .4787135
(0 real changes made)
. replace interval =3.182446 if se == .5
(67 real changes made)
. replace interval = 3.674772 if se == .5773503
(0 real changes made)
. replace interval = 4.0044902 if se == .6291529
(0 real changes made)
. replace interval = 4.1085203 if se == .6454972
(0 real changes made)
. replace interval =4.5006584 if se == .7071068
(0 real changes made)
. replace interval = 4.7736697 if se == .75
(80 real changes made)
. replace interval = 5.5121583 if se == .8660254
(0 real changes made)
.
.
end of do-file
.
*
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