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st: manually calculating confidence interval for a proportion
From
"Wood, Mollie Elizabeth" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: manually calculating confidence interval for a proportion
Date
Fri, 12 Jul 2013 21:49:39 +0000
I am putting together a teaching example for a beginning programming lab, in which I ask students to manually calculate the upper and lower confidence limits for a variety of point estimates, and compare their results to the stata commands (ci, cii). However, I haven't had much look making it work myself!
>
I used this code to obtain 90% CIs for a mean:
scalar calculated_90ub = r(mean) + invttail(_N - 1,0.05)*LOS_se
scalar calculated_90lb = r(mean) - invttail(_N - 1,0.05)*LOS_se
dis calculated_90ub
dis calculated_90lb
>
Which worked well, and matched the output of Stata's command, ci [var], level(90)
>
However, when I tried the below command for the 95% CI around a proportion, the results are quite different the stata command, cii N K, level(95)
>
scalar calculated_95ub_bin= 157/484 + invbinomial(484,157,.05)*(sqrt((1/484)*(157/484)*(1-(157/484))))
scalar calculated_95lb_bin= 157/484 - invbinomial(484,157,.05)*(sqrt((1/484)*(157/484)*(1-(157/484))))
>
dis calculated_95ub_bin
dis calculated_95lb_bin
>
I did experiment with several other related functions (invbinomialtail, etc), none of which accurately reproduced the output from cii.
>
If anyone has a suggestion as to how I'm going wrong, I'd appreciate it very much!
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