--- On Mon, 17/8/09, Peter Ittak wrote:
> I have weighted survey (categorical) data from which I wish to
> generate confidence intervals (CIs). I use the -svyprop- and
-svymean- commands and I get confidence intervals no problem.
> Stata uses Wald binomial calculations. But when N is small
> (proportion < 0.01 (percentage < 1%)) Wald calculations are
> not appropriate (Stata happily still calculates them though).
> I could use exact calculations (cii command) but this is an
> appropriate solution only when survey data is approximately
> self-weighting. But my data is *not* approximately
> self-weighting, not by a galactic mile.
> For *fun*, I tried using
> the cii command but sometimes (not surprisingly) I got weird
> results, such as 0.2% (0.5% - 1.1%) where 0.2% was the
> weighted point estimate obtained from svy commands and 0.5%
> - 1.1% was the CI from exact calculations (using cii
> command). Indeed, this was not a good look!
> Does anyone know of any *analytic* methods to
> solve this problem? (as opposed to using bootstrap
> techniques)
> I am interested in analytic techniques (assuming these are
> available) because I have other instances where my results
> are sometimes 100%, and sometimes 0%. Stata is not able to
> generate CIs for such results (remember, svy commands are
> being used because the data is weighted) and boostrap
> methods are useless here because all that one does when
> using bootstrap techniques is resample 100% (or 0%) over and
> over again without any uncertainty.
Any method for calculating confidence intervals of a proportion,
including the "exact" method, will get the coverage somewhat
wrong, especially when you have such small proportions. Given
this I would not waste too much effort on getting the estimated
confidence interval exactly right, but instead pick a reasonable
one and treat it as a roughly accurate indication. There is some
evidence that the approximate methods actually do a better job
than the exact methods:
Agresti, Alan, and Coull, Brent A. Approximate is better than
'exact' for interval estimation of binomial proportions. The
American Statistician 52: 119-126, 1998.
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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