The odds ratio is a frequently used effect measure for two independent binomial proportions. Unfortunately, the confidence intervals that are available for it in Stata and other standard software packages are generally wider than necessary, particularly for small-sample and exact estimation. The...

In this article, we illustrate the command distrate, which calcu- lates age-standardized rates with efficient interval estimation by using formulas developed by Tiwari, Clegg, and Zou (2006, Statistical Methods in Medical Re- search 15: 547–569) as a modification of the method proposed by Fay...

The statsby command collects statistics from a command yielding r-class or e-class results across groups of observations and yields a new reduced dataset. statsby is commonly used to graph such data in comparisons of groups; the subsets and total options of statsby are particularly useful in...

The command kapci calculates 100(1 - alpha) percent confidence intervals for the kappa statistic using an analytical method in the case of dichotomous variables or bootstrap for more complex situations. For instance, kapci allows estimating CI f or polychotomous variables using weighted kappa or...

Somers' D is an asymmetric measure of association between two variables, which plays a central role as a parameter behind rank or nonparametric statistical methods. Given predictor variable X and outcome variable Y, we may estimate D(YX) as a measure of the effect of X on Y, or we may estimate...

We present the postestimation command xtvc to provide confidence intervals for the variance components of random-effects linear regression models. This command must be used after xtreg with option mle. Confidence intervals are based on the inversion of a score-based test (Bottai 2003). Copyright...

We present a minimum distance approach for conducting hypothesis testing in the presence of potentially weak instruments. Under this approach, we propose size-correct tests for limited dependent variable models with endogenous explanatory variables such as endogenous tobit and probit models....

A graphical representation of the pointwise confidence intervals allows a researcher to easily assess the precision of estimators. In the absence of covariates, the official command sts graph can be used to plot these intervals for the survivor function or the cumulative hazard function;...

So-called "nonparametric" statistical methods are often in fact based on population parameters, which can be estimated (with confidence limits) using the corresponding sample statistics. This article reviews the uses of three such parameters, namely Kendall's tau, Somers' D and the...

Bootstrapping techniques have become increasingly popular in applied econometrics and other areas. This article presents several methods and shows how to implement them using Stata's bootstrap command. Copyright 2004 by StataCorp LP.