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| From | Steve Samuels <sjsamuels@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: ci for a standard deviation |
| Date | Tue, 25 Feb 2014 19:11:59 -0500 |
Alan's advice is valid only for normally distributed data. For a general approach, use the bootstrap or jackknife: *************CODE BEGINS************* sysuse auto, clear set seed 49891 bootstrap r(sd) : sum mpg estat bootstrap, all **************CODE ENDS************** Steve sjsamuels@gmail.com On Feb 25, 2014, at 10:08 AM, Richard Goldstein <richgold@ix.netcom.com> wrote: 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 > <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 * * 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/