I have a query about the degrees of freedom used to calculate the
confidence intervals for the probabilities/percentages in -svytab-. The
confidence interval formula is given near the bottom of Page 85 of -[SVY]-,
and includes a symbol, which would be $\nu$ in TeX, for the degrees of
freedom of a t-distribution. Near the top of Page 88, $\nu$ is defined as
being equal to the number of PSUs minus the number of strata. This seems to
imply that, if we use the Stata estimation results for -svytab-, then the
degrees of freedom can be calculated by typing
scalar df=e(N_psu)-e(N_strata)
This formula appears to work in at least one example that I have tried in
the -auto- data, where I have re-created the confidence intervals produced
using the -ci- option of -svytab-. Is this formula always used by -svytab-
to calculate confidence intervals?
More generally, are there any other estimation commands (apart from
-svytab-, -svymean-, -svyratio- and -svytotal-) which calculate confidence
intervals using a t-distribution with degrees of freedom other than those
stored in -e(df_r)-? I ask because I am planning to update my -parmest-
package (downloadable from SSC) so that the -dof- variable in the
resultsset will contain the correct degrees of freedom after the -svytab-
command, and would like to know if I should do the same for any other
estimation commands. (For more information on -parmest-, see the on-line
help for -parmest-, and also Newson (2003) and Newson (2004).) I am aware
that -ttest- uses the Satterthwaite or Welch degrees of freedom if the
-unequal- option is specified, but -ttest- is not an estimation command,
and therefore cannot be used with -parmest-.
I would like to thank Jill Starkes and Lee Sieswerda of Thunder Bay
District Health Unit for drawing my attention to the non-standard
confidence interval formula used by -svytab-.
Best wishes (and thanks in advance)
Roger
References
Newson, R. 2003. Confidence intervals and p-values for delivery to the end
user. The Stata
Journal 3(3): 245-269. Also downloadable from Roger Newson's website at http://www.kcl-phs.org.uk/rogernewson.
Newson, R. 2004. From datasets to resultssets in Stata. Presented at the
10th United Kingdom
Stata Users' Group Meeting, London, 29 June, 2004. Also downloadable from
Roger Newson's
website at http://www.kcl-phs.org.uk/rogernewson.
--
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.
