{smcl} {cmd:help cisd} {hline} {title:Title} {phang} {bf:cisd} {hline 2} Postestimation command to {bf:regress} and {bf:anova}: Confidence interval for SD(error) {title:Syntax} {p 8 17 2} {bf:cisd} [, level(#)] {synoptset 16 tabbed}{...} {synopthdr} {synoptline} {synopt:{opt l:evel(#)}}set confidence level; default is {cmd:level(95)}{p_end} {synoptline} {title:Description} In the {bf:regress} and {bf:anova} output, {bf:Root MSE} is the standard deviation (SD) of the error term, but the uncertainty of this estimate is not shown. {bf:cisd} displays the confidence interval for the SD(error) estimate. The 95% confidence limits for the SD estimate are functions of SD and DF (degrees of freedom): Lower limit: SD*sqrt(DF/invchi2(DF,0.975)) Upper limit: SD*sqrt(DF/invchi2(DF,0.025)) {title:Examples} {inp:. sysuse auto} {inp:. regress mpg weight} {inp:. cisd} {inp:. cisd, level(90)} {title:Authors} Morten Frydenberg and Svend Juul Department of Public Health, Aarhus University, Denmark Email: {browse "mailto:morten@biostat.au.dk":morten@biostat.au.dk}