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Re: st: ci for a standard deviation


From   Alan Neustadtl <alan.neustadtl@gmail.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: ci for a standard deviation
Date   Tue, 25 Feb 2014 09:57:22 -0500

Rich,


How about:
Assuming sd=15 and n=1,000

di 15*sqrt((1000-1)/invchi2((1000-1), .05/2))
di 15*sqrt((1000-1)/invchi2((1000-1), 1-(.05/2)))

Best,
Alan

On Tue, Feb 25, 2014 at 9:49 AM, Richard Goldstein
<richgold@ix.netcom.com> wrote:
> Hi,
>
> I want to calculate a CI for a standard deviation; anyone have Stata
> code for this?
>
> And, no, it is not the CI given by sdtest (that is a CI for the mean for
> some reason)
>
> Rich
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