Home  /  Resources & support  /  FAQs  /  Calculating confidence intervals
The following material is based on a question and answer that appeared on Statalist.

How do I accumulate the results of immediate commands?

Title   Calculating confidence intervals
Author Nicholas Cox, Durham University, UK
Date March 1999

Question:

I am trying to use Stata to calculate confidence intervals quickly for a large amount of data. I have been using the immediate command cii to calculate each confidence interval but I do not want to have to retype the results to make use of them. How do I accumulate the results of each calculation automatically into a new data set?

Answer:

You are using Stata as a calculator, typing
        cii 12 56 34
        cii 21 65 43 
and so on, where the three numbers are the number of observations, the mean and the standard deviation in each case.

To accumulate the results, we exploit the fact that cii leaves in its wake not just the printed results, but also saved results that can be used either interactively or in a program. So we can pick those up and put them in variables as part of a data set that grows as we calculate. We will explain how to do this under Stata 6.0, and then the small modification needed for Stata 5.0.

First set up the scenery. If you have data in memory, clear them and

        set obs 1
        gen N = .
        gen mean = .
        gen se = .
        gen lb = .
        gen ub = .
then set up a do file mycii.do
        -------------- mycii.do
        noi cii `1' `2' `3'
        qui replace obs = r(N) in l
        qui replace mean = r(mean) in l
        qui replace se = r(se) in l
        qui replace lb = r(lb) in l
        qui replace ub = r(ub) in l
        local n = _N + 1
        qui set obs `n'
        -------------------
Make sure that the l in in l is the letter l (standing for last), not the numeral 1 (which would mean first). In this program the r( ) are the saved results documented under Stata Reference Manual Set — Volume 1 [R] ci. The '1', '2' and '3' refer to the three numbers supplied to cii, its arguments in programming jargon.

Now type away

        run mycii 12 56 34 
        run mycii 21 65 43
and each time you run this do file, the last observation (initially also the first) will be replaced and the number of observations in the data set will be bumped up by 1.

You can promote your do file to a program

        -------------- mycii.ado
        program def mycii 
         version 6.0
         cii `1' `2' `3'
         qui replace N = r(N) in l
         qui replace mean = r(mean) in l
         qui replace se = r(se) in l
         qui replace lb = r(lb) in l
         qui replace ub = r(ub) in l
         local n = _N + 1
         qui set obs `n'
        end 
        -------------------
so that you can go
        mycii 12 56 34
After the last calculation you have a new dataset: junk the last observation which is all missing values.

The same approach will work with any immediate command. Just write your do file or program to pick up the saved results as documented in the manual entry on the immediate command.

(Users of version 5.0 will not be able to use the r( ) notation, which was introduced in Stata 6.0. You must refer to $S_1, $S_3, etc. See the documentation of saved results in your manual. And of course version 6.0 in the program above should be version 5.0.)