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From |
"Carl Mastropaolo" <accuscience@comcast.net> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Calculating a confidence interval for population variance based upon sample. |

Date |
Mon, 1 Feb 2010 12:09:03 -0500 |

Thank you all for your input. I am currently modifying an ado file from Paul V which I believe will work well. And I will also work with the ado file sent by Tirthankar. I will also review the doc sent by Peter Lachenbruch. Thank you all for the help. Carl Philadelphia ----- Original Message ----- From: "Tirthankar Chakravarty" <tirthankar.chakravarty@gmail.com> To: <statalist@hsphsun2.harvard.edu> Sent: Monday, February 01, 2010 12:00 PM Subject: Re: st: RE: RE: RE: Fw: Calculating a confidence interval for population variance based upon sample. There is some literature on the sampling distribution of the sample variance, where the parent distribution is highly non-normal, particularly, this: http://www.jstor.org/pss/3314982 The basic, chi2-based confidence interval can be calculated as below. /***** Compute the sampling distribution of the sample variance *****/ clear* sysuse auto // assuming that the variable is normally distributed scalar alpha = .05 sum price di "The " 1-alpha " percent confidence interval for the sampling variance: " r(Var) " is " /// "[" ((`r(N)'-1)/invchi2(`r(N)'-1,1-alpha/2))*`r(Var)' ", " ((`r(N)'-1)/invchi2(`r(N)'-1,alpha/2))*`r(Var)' "]. " /***** Compute the sampling distribution of the sample variance *****/ T 2010/2/1 Visintainer PhD, Paul <Paul.Visintainer@baystatehealth.org>: > Rosner's approach is based on the chi-square, but he does note that it is > applicable only for normally-distributed samples. > > -p > > ___________________________________ > Paul F. Visintainer, PhD > Director of Epidemiology and Biostatistics > Baystate Medical Center > Division of Academic Affairs - 3rd Floor > 280 Chestnut Street > Springfield, MA 01199 > (T) 413.794.7686 > (F) 413.794.7689 > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Lachenbruch, > Peter > Sent: Monday, February 01, 2010 11:36 AM > To: 'statalist@hsphsun2.harvard.edu' > Subject: st: RE: RE: Fw: Calculating a confidence interval for population > variance based upon sample. > > This is usually based on the chi-squared distribution - but it is rarely > used because the variance is affected by a) outliers, b) distribution. I > don't have my Rosner handy so I'm uncertain if it's the procedure he > recommends. > I would propose a couple of alternatives: > 1. find a bootstrap confidence interval for the variance using percentiles > or accelerated bootstrap. > 2. Abandon the chi-square and get estimates of the percentiles of interest > (e.g., 0.025, 0.05, 0.1 and their complements) with centile. This may have > a problem if sample size is small. > After finding the confidence interval for the variance, you can find the > standard deviation easily enough > > Tony > > Peter A. Lachenbruch > Department of Public Health > Oregon State University > Corvallis, OR 97330 > Phone: 541-737-3832 > FAX: 541-737-4001 > > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Visintainer > PhD, Paul > Sent: Monday, February 01, 2010 7:15 AM > To: 'statalist@hsphsun2.harvard.edu' > Subject: st: RE: Fw: Calculating a confidence interval for population > variance based upon sample. > > Carl, > > There is a procedure in Rosner [Rosner, B. "Fundamentals of Biostatistics, > (6th ed.), Duxbury, Press (The Thompson Company): Belmont, CA, 2006, pgs. > 199-201.] > > If you send me your email, I can pass along a "not-ready-for-prime-time" > .ado that I use for the calculation. > > -p > > > > ___________________________________ > Paul F. Visintainer, PhD > Baystate Medical Center > Springfield, MA 01199 > > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Carl > Mastropaolo > Sent: Monday, February 01, 2010 9:47 AM > To: statalist@hsphsun2.harvard.edu > Subject: st: Fw: Calculating a confidence interval for population variance > based upon sample. > > Hi > > I have STATA10. > > I can not figure out how to calculate a simple confidence interval for a > population variance > based upon sample data. STATA will calculate the sample standard > deviation, > but I can not figure out how to compute a confidence interval for the > population standard deviation. Is there a command which will do this? > > Any help? > > Thanx, > Carl > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > ---------------------------------------------------------------------- > CONFIDENTIALITY NOTICE: This email communication and any attachments may > contain confidential and privileged information for the use of the > designated recipients named above. If you are not the intended recipient, > you are hereby notified that you have received this communication in error > and that any review, disclosure, dissemination, distribution or copying of > it or its contents is prohibited. If you have received this communication > in error, please reply to the sender immediately or by telephone at (413) > 794-0000 and destroy all copies of this communication and any attachments. > For further information regarding Baystate Health's privacy policy, please > visit our Internet web site at http://www.baystatehealth.com. > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > -- To every ω-consistent recursive class κ of formulae there correspond recursive class signs r, such that neither v Gen r nor Neg(v Gen r) belongs to Flg(κ) (where v is the free variable of r). * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ __________ Information from ESET NOD32 Antivirus, version of virus signature database 4824 (20100201) __________ The message was checked by ESET NOD32 Antivirus. http://www.eset.com * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Fw: Calculating a confidence interval for population variance based upon sample.***From:*"Carl Mastropaolo" <accuscience@comcast.net>

**st: RE: Fw: Calculating a confidence interval for population variance based upon sample.***From:*"Visintainer PhD, Paul" <Paul.Visintainer@baystatehealth.org>

**st: RE: RE: Fw: Calculating a confidence interval for population variance based upon sample.***From:*"Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>

**st: RE: RE: RE: Fw: Calculating a confidence interval for population variance based upon sample.***From:*"Visintainer PhD, Paul" <Paul.Visintainer@baystatehealth.org>

**Re: st: RE: RE: RE: Fw: Calculating a confidence interval for population variance based upon sample.***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

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