# Re: st: Fw: Calculating a confidence interval for population variance based upon sample.

 From Michael Norman Mitchell <[email protected]> To [email protected] Subject Re: st: Fw: Calculating a confidence interval for population variance based upon sample. Date Sun, 31 Jan 2010 17:16:00 -0800

```Greetings Carl

```
I wonder if using "xtmixed" would be the solution to your question. Using the "auto" dataset...
```
. sysuse auto
(1978 Automobile Data)

. xtmixed mpg

```
Mixed-effects REML regression Number of obs = 74
```
```
Wald chi2(0) = . Log restricted-likelihood = -233.87549 Prob > chi2 = .
```
------------------------------------------------------------------------------
```
mpg | Coef. Std. Err. z P>|z| [95% Conf. Interval]
```-------------+----------------------------------------------------------------
```
_cons | 21.2973 .6725511 31.67 0.000 19.97912 22.61547
```------------------------------------------------------------------------------

------------------------------------------------------------------------------
```
Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval]
```-----------------------------+------------------------------------------------
```
sd(Residual) | 5.785503 .4755654 4.924621 6.796878
```------------------------------------------------------------------------------

```
From this, I would estimate the standard deviation as 5.78 with a CI ranging from 4.92 to 6.79. These could be squared to get the estimate and CI for the variance.
```
Best regards,

Michael N. Mitchell
See the Stata tidbit of the week at...
http://www.MichaelNormanMitchell.com

Carl Mastropaolo wrote:
```
```Hi

I have STATA10.  I know this question will seem bizarre, but I can not
figure out how to calculate a confidence interval for a population variance
based upon sample data.  Is there a command which will do this?  This should
be ridiculously easy.  It is easily done on an Excel spreadsheet.

Any help?

Thanx,
```
Carl
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```
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```