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From |
[email protected] (Jeff Pitblado, StataCorp LP) |

To |
[email protected] |

Subject |
Re: st: Confidence Interval for Proportion |

Date |
Tue, 11 Mar 2008 13:08:17 -0500 |

Martin Weiss <[email protected]> is using the -proportion- command and has a question about how standard errors are computed: > Dear Statalisters, > > try this in Stata: > > ************************ > sysuse auto, clear > proportion rep78 > matrix define A=e(b) > matrix define B=e(V) > count if rep78!=. > *Upper/Lower Bound for proportion of "1" > di A[1,1]+invnormal(1-0.05/2)*sqrt(A[1,1]*(1-A[1,1])/`r(N)') > di A[1,1]-invnormal(1-0.05/2)*sqrt(A[1,1]*(1-A[1,1])/`r(N)') > *Standard Error for "1" > *Mistake obviously there... > di sqrt(A[1,1]*(1-A[1,1])/`r(N)') > ************************ > > Then let me know: why do I not hit the correct CI for the proportion of "1" > in the repair record? Something`s wrong with the standard error, I do not > know what, though... Using Martin's example Stata code, -proportion- effectively computes the standard error via sqrt(A[1,1]*(1-A[1,1])/(r(N)-1)) This is explained (rather tersely, I'll admit) in the 'Methods and Formulas' section of -[R] proportion-. "Proportions are means of indicator variables; see -[R] mean-."

**Follow-Ups**:**RE: st: Confidence Interval for Proportion***From:*"Martin Weiss" <[email protected]>

**RE: st: Confidence Interval for Proportion***From:*"Martin Weiss" <[email protected]>

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