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  • How to get 95% Confidence Interval (CI) of the turning point of an inverted U-shaped curve with stata?

    Dear all,

    I have obtained an inverted U-shape relationship between independent variable X and dependent variable Y with GLS and robust regressions (reg, robust) and have plotted the curve and calculated the turning point.

    I need to further get the turning point's 95% CI but do not know how to do this with stata.

    If any one knows how to do it, please help. Thank you!

    Elaine

  • #2
    You have shown nothing of how you have done this, so it is impossible to give a confident (no pun intended) answer. But on the assumption that you did this by fitting a quadratic model, and then calculated the turning point as -b/2a, where b is the linear coefficient and a is the quadratic coefficient, you can get both the turning point itself and the confidence interval as follows;

    Code:
    regression_command y ... c.x##c.x ... // PRESUMABLY YOU HAVE ALREADY DONE THIS
    nlcom -_b[x]/(2*_b[x#x])

    Comment


    • #3
      Originally posted by Clyde Schechter View Post
      You have shown nothing of how you have done this, so it is impossible to give a confident (no pun intended) answer. But on the assumption that you did this by fitting a quadratic model, and then calculated the turning point as -b/2a, where b is the linear coefficient and a is the quadratic coefficient, you can get both the turning point itself and the confidence interval as follows;

      Code:
      regression_command y ... c.x##c.x ... // PRESUMABLY YOU HAVE ALREADY DONE THIS
      nlcom -_b[x]/(2*_b[x#x])
      Dear Clyde,

      Many thanks for the help!

      Previously, I followed some prior research and used the mean of controlled variables to calculate the turning point. But I personally hardly understand and agree with this operation...

      The code that you suggested solves the problem in a better way.

      Thank you!

      Elaine

      Comment

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