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Re: st: ci for a standard deviation


From   Richard Goldstein <[email protected]>
To   [email protected]
Subject   Re: st: ci for a standard deviation
Date   Tue, 25 Feb 2014 10:08:17 -0500

Alan,

thank you

Best,
Rich

On 2/25/14, 9:57 AM, Alan Neustadtl wrote:
> 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
> <[email protected]> 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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