p2ci

Stata help for p2ci

-------------------------------------------------------------------------------
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]