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From | Dirk Enzmann <dirk.enzmann@uni-hamburg.de> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: correct confidence intervals of -mean- ? |
Date | Sat, 06 Mar 2010 13:47:41 +0100 |
Below I compare the results of -mean- with the results of a different procedure:
* -------------------------------------- sysuse auto, clear mean price, over(rep78) local df = e(df_r) display "degrees of freedom = n-1 = `df'" * Note that here df is the number of the total sample - 1! * alternative route:collapse (mean) mprice=price (sd) sdprice=price (count) nprice=price if (rep78 < .), by(rep78)
* calculate the confidence intervals the -mean- way: gen ci95la = mprice - invttail(`df',.025)*sdprice/sqrt(nprice) gen ci95ua = mprice + invttail(`df',.025)*sdprice/sqrt(nprice) * calculate the confidence intervals a different way: gen ci95lb = mprice - invttail(nprice-1,.025)*sdprice/sqrt(nprice) gen ci95ub = mprice + invttail(nprice-1,.025)*sdprice/sqrt(nprice) * compare both sets of confidence intervals (..a vs ..b): list * -------------------------------------- My question: Which procedure is correct? ************************************************* Dr. Dirk Enzmann Institute of Criminal Sciences Dept. of Criminology Schlueterstr. 28 D-20146 Hamburg Germany phone: +49-(0)40-42838.7498 (office) +49-(0)40-42838.4591 (Mrs Billon) fax: +49-(0)40-42838.2344 email: dirk.enzmann@uni-hamburg.dewww: http://www2.jura.uni-hamburg.de/instkrim/kriminologie/Mitarbeiter/Enzmann/Enzmann.html
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