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Royston, Patrick. |
Normal-based confidence intervals for a parameter of interest are inaccurate when the sampling distribution of the estimate is nonnormal. The technique known as profile likelihood can produce confidence intervals with better coverage. It may be used when the model includes only the variable of interest or several other variables in addition. Profile-likelihood confidence intervals are particularly useful in nonlinear models. The command pllf computes and plots the maximum likelihood estimate and profile likelihood–based confidence interval for one parameter in a wide variety of regression models. |
Tipo: Article |
Palavras-chave: Pllf; Profile likelihood; Confidence interval; Nonnormality; Nonlinear model; Research Methods/ Statistical Methods. |
Ano: 2007 |
URL: http://purl.umn.edu/119282 |
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Newson, Roger. |
Statisticians make their living producing confidence intervals and pvalues. However, those in the Stata log are not ready for delivery to the end user, who usually wants to see statistical output either as a plot or as a table. This article describes a suite of programs used to convert Stata results to one or other of these forms. The eclplot package creates plots of estimates with confidence intervals, and the listtex package outputs a Stata dataset in the form of table rows that can be inserted into a plain TeX, LaTeX, HTML, or word processor table. To create a Stata dataset that can be output in these ways, we can use the parmest, dsconcat, and lincomest packages to create datasets with one observation per estimated parameter; the sencode, tostring,... |
Tipo: Journal Article |
Palavras-chave: Confidence interval; P-value; Plot; Table; Estimation results; TeX; LaTeX; HTML; Word processor; Presentation; Eclplot; Listtex; Parmest; Dsconcat; Lincomest; Sencode; Tostring; Ingap; Reshape; Descsave; Factext; Research Methods/ Statistical Methods. |
Ano: 2003 |
URL: http://purl.umn.edu/116091 |
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