Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: AW: Confidence interval for the coefficients
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
st: AW: Confidence interval for the coefficients
Date
Tue, 27 Jul 2010 18:00:22 +0200
<>
Try Maarten`s http://www.stata-journal.com/article.html?article=st0137:
*************
sysuse auto, clear
reg mpg weight
di _b[weight] - invttail(e(df_r),0.025)*_se[weight]
di _b[weight] + invttail(e(df_r),0.025)*_se[weight]
*************
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Thomas Speidel
Gesendet: Dienstag, 27. Juli 2010 17:54
An: [email protected]
Betreff: st: Confidence interval for the coefficients
I am sure this has been asked before, but my search did not reveal any
hits in the archive. Why is the following happening:
. sysuse auto, clear
. reg mpg weight
Source | SS df MS Number of obs
= 74
-------------+------------------------------ F( 1, 72) =
134.62
Model | 1591.9902 1 1591.9902 Prob > F
= 0.0000
Residual | 851.469256 72 11.8259619 R-squared
= 0.6515
-------------+------------------------------ Adj R-squared =
0.6467
Total | 2443.45946 73 33.4720474 Root MSE
= 3.4389
----------------------------------------------------------------------------
--
mpg | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
weight | -.0060087 .0005179 -11.60 0.000 -.0070411
-.0049763
_cons | 39.44028 1.614003 24.44 0.000 36.22283
42.65774
----------------------------------------------------------------------------
--
. di _b[weight] - 1.96 * _se[weight]
-.00702373
. di _b[weight] + 1.96 * _se[weight]
-.00499365
Why -.00702373 != -.0070411 and -.00499365 != -.0049763 ? Rounding off
error/computer precision? --
Thomas Speidel
*
* 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/