help cisd

Title

cisd -- Postestimation command to regress and anova: Confidence interval for SD(error)

Syntax

cisd [, level(#)]

level(#) set confidence level; default is level(95)

Description

In the regress and anova output, Root MSE is the standard deviation (SD)
of the error term, but the uncertainty of this estimate is not shown.
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))

Examples

. sysuse auto
. regress mpg weight
. cisd
. cisd, level(90)

Authors

Morten Frydenberg and Svend Juul
Department of Public Health, Aarhus University, Denmark
Email: morten@biostat.au.dk