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Re: st: why don't confidence intervals from -proportion- use the same formula as -ci-?


From   "JVerkuilen (Gmail)" <[email protected]>
To   [email protected]
Subject   Re: st: why don't confidence intervals from -proportion- use the same formula as -ci-?
Date   Fri, 11 Jan 2013 10:30:42 -0500

Oh, it turns out that a fairly reasonable confidence interval for
these data is obtained by using the logit:

. logit outcome [fweight = freq]

------------------------------------------------------------------------------
     outcome |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       _cons |  -2.351375   .7400129    -3.18   0.001    -3.801774   -.9009767
------------------------------------------------------------------------------

Just transform this confidence interval with the inverse logit.



Oh, one more tidbit:

. ci outcome, binomial wald

                                                         -- Binomial Wald ---
    Variable |        Obs        Mean    Std. Err.       [95% Conf. Interval]
-------------+---------------------------------------------------------------
     outcome |         23    .0869565    .0587534               0     .202111*

(*) The Wald interval was clipped at the lower endpoint
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