Thanks as always to Kit Baum, a new version of the invcise package is now available for download from SSC. In Stata, use the ssc command to do this, or adoupdate if you already have an old version of invcise.
The invcise package is described as below on my website. The new version updates the online help to remove a few typos and to update my affiliation within Imperial College London. To see a demonstration of invcise, see Newson (2010).
Best wishes
Roger
References
Newson RB. Post–parmest peripherals: fvregen, invcise, and qqvalue. Presented at the 16th UK Stata User Meeting, 09-10 September, 2010. Download from
https://ideas.repec.org/p/boc/usug10/01.html
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package invcise from http://www.rogernewsonresources.org.uk/stata10
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TITLE
invcise: Compute standard errors using the inverse confidence interval method
DESCRIPTION/AUTHOR(S)
invcise is intended for use in an output dataset (or resultsset), with
one observation for each of a set of estimated parameters, and
variables containing their confidence limits, and (optionally)
containing the degrees of freedom used to calculate these confidence
limits. Such datasets may be produced using the official Stata
statsby prefix, or by the parmest package, downloadable from SSC.
invcise uses the confidence limits to compute a new variable,
containing standard errors for the parameters, using the inverse
confidence interval method. These standard errors, together with
parameter estimates in another variable in the dataset, may be used to
calculate standard errors and confidence intervals for linear
combinations of these parameters, using the metaparm module of the
parmest package, assuming that the parameters are independently
estimated. The inverse confidence interval method is frequently used
with rank statistics, such as medians, median differences, and median
slopes, to compute confidence intervals for linear combinations of
these rank statistics, particularly differences between differences
("interactions") or weighted means of several differences
("meta-analysis summaries").
Author: Roger Newson
Distribution-Date: 02august2018
Stata-Version: 10
INSTALLATION FILES (click here to install)
invcise.ado
invcise.sthlp
-------------------------------------------------------------------------------------
(click here to return to the previous screen)
The invcise package is described as below on my website. The new version updates the online help to remove a few typos and to update my affiliation within Imperial College London. To see a demonstration of invcise, see Newson (2010).
Best wishes
Roger
References
Newson RB. Post–parmest peripherals: fvregen, invcise, and qqvalue. Presented at the 16th UK Stata User Meeting, 09-10 September, 2010. Download from
https://ideas.repec.org/p/boc/usug10/01.html
-------------------------------------------------------------------------------------
package invcise from http://www.rogernewsonresources.org.uk/stata10
-------------------------------------------------------------------------------------
TITLE
invcise: Compute standard errors using the inverse confidence interval method
DESCRIPTION/AUTHOR(S)
invcise is intended for use in an output dataset (or resultsset), with
one observation for each of a set of estimated parameters, and
variables containing their confidence limits, and (optionally)
containing the degrees of freedom used to calculate these confidence
limits. Such datasets may be produced using the official Stata
statsby prefix, or by the parmest package, downloadable from SSC.
invcise uses the confidence limits to compute a new variable,
containing standard errors for the parameters, using the inverse
confidence interval method. These standard errors, together with
parameter estimates in another variable in the dataset, may be used to
calculate standard errors and confidence intervals for linear
combinations of these parameters, using the metaparm module of the
parmest package, assuming that the parameters are independently
estimated. The inverse confidence interval method is frequently used
with rank statistics, such as medians, median differences, and median
slopes, to compute confidence intervals for linear combinations of
these rank statistics, particularly differences between differences
("interactions") or weighted means of several differences
("meta-analysis summaries").
Author: Roger Newson
Distribution-Date: 02august2018
Stata-Version: 10
INSTALLATION FILES (click here to install)
invcise.ado
invcise.sthlp
-------------------------------------------------------------------------------------
(click here to return to the previous screen)
