*! 1.1 N.Orsini 04 Feb 2005 capture program drop p2ci program p2ci, rclass version 8 syntax anything [, dfr(string) Level(int \$S_level) Format(string) eform ] if `level' <10 | `level'>99 { di in red "level() invalid" exit 198 } if "`format'" == "" { local format = "%4.3f" } else { local format = "`format'" } if `2' == 0 { di in red "#pval cannot be exactly equal to zero" exit 198 } tempname b pval tc sec lb ub zc levelci mlevelci scalar `levelci' = `level' * 0.005 + 0.50 scalar `mlevelci' = 1- `levelci' scalar `b' = `1' scalar `pval' = `2' if "`dfr'" == "" { // If the reg. coeff. b is compared with a z-distribution * 1) Calculate z-statistic scalar `zc' = invnorm(`pval'/2) * 2) calculate se given that you know b scalar `sec' = abs(`b' /`zc') * 3) calculate CI for b scalar `lb' = `b' - invnorm(`levelci') * `sec' scalar `ub' = `b' + invnorm(`levelci') * `sec' } else { // If the reg. coeff. b is compared with a t-distribution tempname df scalar `df' = `dfr' * 1) Calculate t-statistic scalar `tc' = invttail(`df', `pval'/2) * 2) calculate se given that you know b scalar `sec' = abs(`b' / `tc') * 3) calculate CI for b scalar `lb' = `b' - invttail(`df',`mlevelci') * `sec' scalar `ub' = `b' + invttail(`df',`mlevelci') * `sec' } if "`eform'" == "" { di _col(3) in g `format' `b' " (" `format' in y `sec' in g ")" " `level'% Conf. Interval [" `format' in y `lb' ", " `format' `ub' in g "]" } else { di _col(3) in g `format' exp(`b') " (" `format' in y `sec' in g ")" " `level'% Conf. Interval [" `format' in y exp(`lb') ", " `format' exp(`ub') in g "]" } return scalar b = `b' return scalar se = `sec' return scalar lb = `lb' return scalar ub = `ub' return scalar pval = `pval' return local cmd = "p2ci" end