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st: trinomial confidence interval


From   Mike Lacy <[email protected]>
To   [email protected]
Subject   st: trinomial confidence interval
Date   Mon, 13 Dec 2004 11:24:37 -0700


Date: Fri, 10 Dec 2004 12:52:00 -0000
From: "Paschalides,C" <[email protected]>
Subject: st: trinomial confidence interval

Dear Statalisters: I have a trinomial distributions with possible events A, B and C. I have obtained obtained results from a number of samples (or if this complicates the situation much more, just consider one sample); I have the marginal confidence interval for the proportion for each of the events but I would like a joint confidence interval, say 95%, for the actual proportions and plot the interval.
I happened to encounter this problem recently when a colleague wanted simultaneous c.i.s for a serious of multinomial response variables. My idea was to run
-mlogit y-, i.e., a no covariate multinominal response model with y as the response. Then, use
-predict se1, stdp outcome(1)- to get the standard error of
the predicted response probability for the first category, second, etc. While this seemed reasonable to me (at least asymptotically), the standard errors I got were wildly different (order of magnitude) from what got calculating conventional binomial st. err. for each outcome. Any thoughts what might be wrong (or right <g>) here?

Regards,

=-=-=-=-=-=-=-=-=-=-=-=-=
Mike Lacy
Fort Collins CO USA
(970) 491-6721 office





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