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From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: prtest confidence interval |

Date |
Sat, 10 Nov 2012 23:08:45 -0500 |

The Manual entry for -prtest- shows the formula that it uses the normal approximation. This approximation doesn't "know" that the binomial CIs should be in [0,1]. Also the confidence intervals based on the approximation are bad unless "n" is large, especially for high and low values of the unknown probability (Brown et al., 2001). So the answer to your first question is "No" and the answer to your second is "Yes". For CIs, the "exact" confidence intevals (Clopper-Pearson) are very conservative. (Agresti & Coul, 1998). I recommend -ci- with the -binomial- and -agresti- option. Also, if you are interested in a test p-value, run -bitest- with the -detail- option and construct your own mid-p-value (Agresti, 2002, p. 20) using the returned results Steve Agresti, A., and B.A. Coull. 1998. Approximate is better than “exact” for interval estimation of binomial proportions. The American Statistician 52, no. 2: 119-126. Agresti, A. 2002. Categorical data analysis. Hoboken, NJ: Wiley-interscience. Brown, L.D., T.T. Cai, and A. DasGupta. 2001. Interval estimation for a binomial proportion. Statistical Science 101-117. available at: http://www.ic.unicamp.br/~wainer/cursos/2s2009/1009213286.pdf Steve On Nov 10, 2012, at 4:17 PM, Kenneth A Knapp wrote: For a binary variable, to get a confidence interval I include the "binomial" option: ci variable, binomial (variable is the name of a binary variable) Trouble is, when I exectute: prtest variable==X (X is a number between 0 and 1) the reported confidence interval doesn't match the interval obtained from "ci variable, binomial" Rather, the reported confidence interval is the same as I get when I execute "ci viariable" -- that is, the ci command without the "binomial" option. A particular binary variable I am working with has an upper bound confidence interval > 1 when I execute "ci" without the binomial option. Any way to correct prtest so that the confidence intervals reported match those you get when you execute ci with the binomial option? Is such a correction even needed? Any help would be very much appreciated. Ken K Seton Hall * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: prtest confidence interval***From:*Kenneth A Knapp <kenneth.knapp@shu.edu>

**References**:**st: prtest confidence interval***From:*Kenneth A Knapp <kenneth.knapp@shu.edu>

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