p2ci



Stata help for p2ci

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help for p2ci
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From P-value to Confidence Interval

p2ci #b #pval [, dfr(#) level(#) format(%fmt) eform ]

where

#b is the regression coefficient #pval is the p-value of #b

Description

p2ci provides the standard error and confidence limits of the regression coefficient when only its p-value is available. It is an immediate command, see help immed.

Options

dfr(#) specifies the degrees of freedom if #b is t-distributed. The default is z-distributed.

level(#) specifies the width of the confidence interval; see help level.

format(%fmt) specifies the display format for presenting numbers. format(%3.2f) is the default; see help format.

eform specifies that #b and confidence limits are to be exponentiated.

Examples

. p2ci .90 0.107 , dfr(48) . p2ci .0457 0.674 . p2ci .0457 0.674 , eform . p2ci .0457 0.674 , eform f(%3.2f)

Support

http://nicolaorsini.altervista.org nicola.orsini@imm.ki.se

Worked examples for p2ci

Click here to run or save the do-file
. . capture net install http://nicolaorsini.altervista.org/stata/p2ci

. . which p2ci c:\ado\stbplus\p\p2ci.ado *! 1.0 N.Orsini 03 Feb 2005

. . sysuse auto (1978 Automobile Data)

. . reg mpg length weight

Source | SS df MS Number of obs = 74 -------------+------------------------------ F( 2, 71) = 69.34 Model | 1616.08062 2 808.040312 Prob > F = 0.0000 Residual | 827.378835 71 11.653223 R-squared = 0.6614 -------------+------------------------------ Adj R-squared = 0.6519 Total | 2443.45946 73 33.4720474 Root MSE = 3.4137

------------------------------------------------------------------------------ mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- length | -.0795935 .0553577 -1.44 0.155 -.1899736 .0307867 weight | -.0038515 .001586 -2.43 0.018 -.0070138 -.0006891 _cons | 47.88487 6.08787 7.87 0.000 35.746 60.02374 ------------------------------------------------------------------------------

. . * assuming t-distribution . . p2ci -.0795935 0.155 , dfr(71) -0.080 (0.055) 95% Conf. Interval [-0.190, 0.031]

. . * assuming z-distribution . . p2ci -.0795935 0.155 -0.080 (0.056) 95% Conf. Interval [-0.189, 0.030]

. . sysuse cancer (Patient Survival in Drug Trial)

. . logit died studytime age

Iteration 0: log likelihood = -31.199418 Iteration 1: log likelihood = -26.82757 Iteration 2: log likelihood = -26.734502 Iteration 3: log likelihood = -26.734061 Iteration 4: log likelihood = -26.734061

Logit estimates Number of obs = 48 LR chi2(2) = 8.93 Prob > chi2 = 0.0115 Log likelihood = -26.734061 Pseudo R2 = 0.1431

------------------------------------------------------------------------------ died | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- studytime | -.0843475 .0353784 -2.38 0.017 -.153688 -.015007 age | .0518897 .0646409 0.80 0.422 -.0748042 .1785836 _cons | -.87332 3.729449 -0.23 0.815 -8.182906 6.436266 ------------------------------------------------------------------------------

. . p2ci -.0843475 0.017 -0.084 (0.035) 95% Conf. Interval [-0.154, -0.015]

. . p2ci .0518897 0.422 0.052 (0.065) 95% Conf. Interval [-0.075, 0.179]

. . logit died studytime , or

Iteration 0: log likelihood = -31.199418 Iteration 1: log likelihood = -27.114254 Iteration 2: log likelihood = -27.064577 Iteration 3: log likelihood = -27.064503

Logit estimates Number of obs = 48 LR chi2(1) = 8.27 Prob > chi2 = 0.0040 Log likelihood = -27.064503 Pseudo R2 = 0.1325

------------------------------------------------------------------------------ died | Odds Ratio Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- studytime | .91297 .0314266 -2.65 0.008 .8534068 .9766903 ------------------------------------------------------------------------------

. . p2ci -.0910523 0.008 , eform 0.913 (0.034) 95% Conf. Interval [0.854, 0.977]


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