capture net install http://nicolaorsini.altervista.org/stata/p2ci

which p2ci

sysuse auto

reg  mpg   length  weight

* assuming t-distribution

p2ci  -.0795935  0.155 , dfr(71) 

* assuming z-distribution

p2ci  -.0795935  0.155 

sysuse cancer
 
logit died studytime age

p2ci  -.0843475    0.017 

p2ci .0518897     0.422

logit  died studytime , or

p2ci  -.0910523    0.008 , eform