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RE: st: RE: Help with confidence intervals generated with nlcom from survey data

From   "Jun Xu" <[email protected]>
To   [email protected]
Subject   RE: st: RE: Help with confidence intervals generated with nlcom from survey data
Date   Fri, 08 Jul 2005 15:28:00 -0500

I am also puzzled by this problem (sometimes, for example ci derived from delta method might be out of reasonable range; in this case, below zero). However, the ci provided by bootstrap will always NOT contain zero (like in this case and many other cases involving probabilities). Re probablility or rates ratio, on one hand we should have them between 0 and 1. On the other hand, the ci provided by bootstrap will never contain zero or one, which is, I think, unreasonable too.

What about others' opinions?

Jun Xu
Ph.D. Candidate
Department of Sociology
Indiana University at Bloomington

From: "McKenna, Timothy" <[email protected]>
Reply-To: [email protected]
To: <[email protected]>
Subject: st: RE: Help with confidence intervals generated with nlcom from survey data
Date: Fri, 8 Jul 2005 11:18:07 -0400

Confidence intervals that don't wander outside of prior known bounds can be tricky. The simplest way to approach this problem is to use a bootstrap. This will require more information about the survey design than you provide, but broadly bootstrapping works as long as you resample within sets of observations that are independent identically distributed.. The Stata bootstrap command has options that allow you to specify strata and clusters within which your observations are iid. I imagine there are survey designs that are complicated enough to defeat the above strategy, but for simple surveys it works well. I used this technique when computing binomial confidence intervals with survey data, as the CI provided by the survey commands in Stata (at least 8.2, not sure about 9) are ultimately based on normal approximations and as such the CI can wander outside of the 0,1 interval.



From: [email protected] on behalf of Bird, Tommy M "Mac"
Sent: Thu 7/7/2005 12:50 PM
To: [email protected]
Subject: st: Help with confidence intervals generated with nlcom from survey data

I am calculating rates of a particular disease in two different groups
using survey data. I am using SVYRATIO for this and it is working
nicely. Now I would like to create a rate ratio by dividing the rate
from one group by the rate of the other group. I can do this with NLCOM
and it works nicely. My problem is that the confidence intervals for my
rate ratio are not logit transformed, thus some of my lower confidence
intervals are negative. I really need a confidence interval that cannot
go below zero. How can I do this? Is their a transformation that I can
run on the ends of the confidence intervals? Is their an option that I
am not aware of on NLCOM? Is there a better way to do this all
together? Please keep in mind that I am neither a statistician, or a
Stata expert. Thanks so much,

Mac Bird, MS
Research Associate
Child Health Services Research Group
Center for Applied Research and Evaluation
Department of Pediatrics
University of Arkansas for Medical Sciences

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