This is usually based on the chi-squared distribution - but it is rarely used because the variance is affected by a) outliers, b) distribution. I don't have my Rosner handy so I'm uncertain if it's the procedure he recommends.
I would propose a couple of alternatives:
1. find a bootstrap confidence interval for the variance using percentiles or accelerated bootstrap.
2. Abandon the chi-square and get estimates of the percentiles of interest (e.g., 0.025, 0.05, 0.1 and their complements) with centile. This may have a problem if sample size is small.
After finding the confidence interval for the variance, you can find the standard deviation easily enough
Tony
Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Visintainer PhD, Paul
Sent: Monday, February 01, 2010 7:15 AM
To: '[email protected]'
Subject: st: RE: Fw: Calculating a confidence interval for population variance based upon sample.
Carl,
There is a procedure in Rosner [Rosner, B. "Fundamentals of Biostatistics, (6th ed.), Duxbury, Press (The Thompson Company): Belmont, CA, 2006, pgs. 199-201.]
If you send me your email, I can pass along a "not-ready-for-prime-time" .ado that I use for the calculation.
-p
___________________________________
Paul F. Visintainer, PhD
Baystate Medical Center
Springfield, MA 01199
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Carl Mastropaolo
Sent: Monday, February 01, 2010 9:47 AM
To: [email protected]
Subject: st: Fw: Calculating a confidence interval for population variance based upon sample.
Hi
I have STATA10.
I can not figure out how to calculate a simple confidence interval for a
population variance
based upon sample data. STATA will calculate the sample standard deviation,
but I can not figure out how to compute a confidence interval for the
population standard deviation. Is there a command which will do this?
Any help?
Thanx,
Carl
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
----------------------------------------------------------------------
CONFIDENTIALITY NOTICE: This email communication and any attachments may contain confidential and privileged information for the use of the designated recipients named above. If you are not the intended recipient, you are hereby notified that you have received this communication in error and that any review, disclosure, dissemination, distribution or copying of it or its contents is prohibited. If you have received this communication in error, please reply to the sender immediately or by telephone at (413) 794-0000 and destroy all copies of this communication and any attachments. For further information regarding Baystate Health's privacy policy, please visit our Internet web site at http://www.baystatehealth.com.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/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/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
