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st: New package -invcise- on SSC

From   "Newson, Roger B" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: New package -invcise- on SSC
Date   Wed, 3 Jun 2009 14:41:35 +0100

Thanks to Kit Baum, a new package -invcise- is now available for download from SSC. In Stata, use the -ssc- command to do this.

The -invcise- package is described as below on my website. Like with the SSC package -bpmedian- recently announced, it enables the calculation of confidence intervals and P-values for interactions and meta-analysis summaries using rank statistics.

Best wishes


Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: [email protected] 
Web page:
Departmental Web page:

Opinions expressed are those of the author, not of the institution.

package invcise from

      invcise: Compute standard errors using the inverse confidence interval method

      invcise is intended for use in an output dataset (or resultsset), with
      one observation for each of a set of estimated parameters, and
      variables containing their confidence limits, and (optionally)
      containing the degrees of freedom used to calculate these confidence
      limits.  Such datasets may be produced using the official Stata
      statsby prefix, or by the parmest package, downloadable from SSC.
      invcise uses the confidence limits to compute a new variable,
      containing standard errors for the parameters, using the inverse
      confidence interval method.  These standard errors, together with
      parameter estimates in another variable in the dataset, may be used to
      calculate standard errors and confidence intervals for linear
      combinations of these parameters, using the metaparm module of the
      parmest package, assuming that the parameters are independently
      estimated.  The inverse confidence interval method is frequently used
      with rank statistics, such as medians, median differences, and median
      slopes, to compute confidence intervals for linear combinations of
      these rank statistics, particularly differences between differences
      ("interactions") or weighted means of several differences
      ("meta-analysis summaries").
      Author: Roger Newson
      Distribution-Date: 03june2009
      Stata-Version: 10

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