Re: st: RE: Binomial confidence intervals

[Richard Williams <Richard.A.Williams.5@nd.edu>]

At 06:55 PM 9/7/2004 +0100, Nick Cox wrote:
> -exact- is something of a propaganda term. It just
> means the method due to Clopper and E.S. Pearson
> from 1934 or thereabouts. Even then a method
> due to E.B. Wilson in 1927 was available
> which (we know now) has generally better coverage
> properties. And the Jeffreys method, which
> although it has a Bayesian frisson to it, is
> interpretable as a continuity-corrected variant
> of the exact method. The Jeffreys method requires
> you to know -invibeta()- and is thus not congenial for
> hand calculation, but a doddle with current Stata.
Thanks Nick. Since the 1980s, my course notes have referred to the Wilson 
CI, although I didn't explicitly label it as such.  It is nice to know that 
I haven't been totally misleading my students for over a decade, at least 
on this point.

These binomial variables are a bit tricky.  Another thing I've taught for 
years is the normal approximation to the binomial using the correction for 
continuity (where the correction involves adding or subtracting .5 to the 
observed number of successes).  I've recently learned that this is fairly 
controversial and that the correction sometimes makes things worse rather 
than better.  Googling across the web, however, I've found plenty of other 
people teaching the same thing I have, although others have not.  Luckily, 
I believe the -bitest- command gives you exact results (if not, somebody 
please correct me on this too!)


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX:    (574)288-4373
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW (personal):    http://www.nd.edu/~rwilliam
WWW (department):    http://www.nd.edu/~soc

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/