Re: st: RE: How do I obtain confidence intervals for percentiles with survey data ?

[Roger Newson <r.newson@imperial.ac.uk>]

As it happens, I have plans to extend the -somersd- package with a new 
module -cenval-, calculating clustered and/or weighted confidence 
intervals for percentile values more simply and efficiently than can 
currently be done using -cendif- and/or -censlope-. However, recently I 
haven't had the time to concentrate on this.
Best wishes

Roger


On 30/03/2010 05:05, Steve Samuels wrote:
> Roger Newson has an approach that works for any quantile, accounts for
> clustering and weighting, but ignores stratification.  See:
> http://www.stata.com/statalist/archive/2008-12/msg00925.html
>
> One problem with a bootstrap approach is that the weights for each
> replicate must be re-normalized so that they add to the population
> total.
>
> Steve
>
>
> On Mon, Mar 29, 2010 at 5:17 PM, Lachenbruch, Peter
> <Peter.Lachenbruch@oregonstate.edu>  wrote:
> > If you can't find anything else, you can bootstrap the percentiles 1000 times and get approximate confidence intervals.
> >
> > Tony
>   From:  Liliana Olarte
> > Sent: Monday, March 29, 2010 1:44 PM
> > To: statalist@hsphsun2.harvard.edu
> > Subject: st: How do I obtain confidence intervals for percentiles with survey data ?
> >
> > Since I have survey data,  I have to use the command pctile but Stata
> > reports the percentile not the conffidence interval, ¿what can I do to
> > obtain the confidence interval?
>
> Steven Samuels
> sjsamuels@gmail.com
> 18 Cantine's Island
> Saugerties NY 12477
> USA
> Voice: 845-246-0774
> Fax:    206-202-4783
>
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--
Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
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Opinions expressed are those of the author, not of the institution.

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