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st: RE: Confidence interval adjust differences


From   "Sayer, Bryan" <[email protected]>
To   "'Fred Wolfe '" <[email protected]>, "'[email protected] '" <[email protected]>
Subject   st: RE: Confidence interval adjust differences
Date   Tue, 8 Jul 2003 09:28:57 -0400

I suspect that there is, but it is non-trivial.  You will need the variance
associatied with  iage = 40 sex = .5 along with the covariance of those
terms with the beta-hats, plus the covariance terms from the model, just for
starters.

See Graubard, B. and Korn, E. "Predictive Margins With Survey Data",
Biometrics 55, 652-659 June 1999.

Bryan Sayer
Statistician, SSS Inc.

-----Original Message-----
From: Fred Wolfe
To: [email protected]
Sent: 7/7/03 11:04 PM
Subject: st: Confidence interval adjust differences

Is there a way to get a confidence interval in this situation?

for example

gen dummy = 1
reg depvar age sex
adjust if e(sample), by(dummy) gen(var1)
adjust iage = 40 sex = .5 if e(sample), by(dummy) gen(var2)
gen diff  = var1 - var2

Is there a way to get a confidence interval for this difference? I
assume 
that just ci diff is not appropriate.

Thanks,

Fred







Fred Wolfe
National Data Bank for Rheumatic Diseases
Wichita, Kansas
Tel (316) 263-2125     Fax (316) 263-0761
[email protected]


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