Thanks Roger ,but I am working on Stata Version 6 and this version does not
seem to access the package you mentioned,
VMZ
----- Original Message -----
From: Roger Newson <[email protected]>
To: <[email protected]>
Sent: Monday, January 19, 2004 7:07 PM
Subject: st: Re: confidence interval
> At 18:53 18/01/04 +0100, victor michael zammit wrote:
> >Dear Statalist,
> >given the auto.dta ,and
> >. reg mpg weight price
> >
> >Source SS df MS Number of obs = 74
> > F( 2, 71) = 66.85
> >Model 1595.93249 2 797.966246 Prob > F = 0.0000
> >Residual 847.526967 71 11.9369995 R-squared = 0.6531
> > Adj R-squared = 0.6434
> >Total 2443.45946 73 33.4720474 Root MSE = 3.455
> >
> >
> >mpg Coef. Std. Err. t P>t [95% Conf. Interval]
> >
> >weight -.0058175 .0006175 -9.421 0.000 -.0070489 -.0045862
> >price -.0000935 .0001627 -0.575 0.567 -.000418 .0002309
> >_cons 39.43966 1.621563 24.322 0.000 36.20635 42.67296
> >
> >
> >can any one please tell me how I could retrieve the lower bound and the
> >upper bound for 95% and 99% confidence intervals ?
>
> Yes. You can use the -parmest- package, downloadable from SSC. The
> -parmest- package creates an output data set with 1 observation per
> parameter and data on parameter estimates, confidence limits, P-values and
> other parameter attributes. This data set can be simply listed, saved to a
> disk file, or written to memory (overwriting any pre-existing data). In
> Stata, type
>
> ssc desc parmest
>
> to find out more. Additional material on the use of -parmest- can be
> downloaded from my website (see my signature).
>
> Roger
>
>
> --
> Roger Newson
> Lecturer in Medical Statistics
> Department of Public Health Sciences
> King's College London
> 5th Floor, Capital House
> 42 Weston Street
> London SE1 3QD
> United Kingdom
>
> Tel: 020 7848 6648 International +44 20 7848 6648
> Fax: 020 7848 6620 International +44 20 7848 6620
> or 020 7848 6605 International +44 20 7848 6605
> Email: [email protected]
> Website: http://www.kcl-phs.org.uk/rogernewson
>
> Opinions expressed are those of the author, not the institution.
>
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