--- [email protected] wrote:
> I have rates (=injuries/time) and their accompanying confidence
> intervals for a 12 month period (ie 12 rates). I do not have the raw
> data. I only have the point estimates and their accompanying CIs.
> Is -vwls- a good approach to see if a trend is statistically
> significant (the point estimates have already been plotted)? Does
> -vwls- have any kind of eform option for the coefficients (since I
> took the log of all the variables)?
It seems more a situation for aweights rather than -vwls-, the variance
weighted least squares, deals with estimated standard deviations, while
what you got are standard errors. I wouldn't put too much faith in
those trends though.
*--------------- begin example -------------
clear
input t b lb ub
1 2 1 3
2 3 2 4
3 3.5 1.5 4.5
4 4 3 5
end
gen se = (ub - lb)/(2* invnorm(.975))
gen w = 1/se^2
reg b t [aw = w]
*------------- end example ---------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
-- Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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