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  • getting 95% CIs for multinomial variable, with clustering

    Hi all, I'd like to obtain 95% CIs for a variable with 3 categories - male, female, and unknown; over several years. Some of the same individuals are found in multiple years. To do this, I use proportion, vce(cluster person) where person is the ID for the individual person, and citype(wilson) to obtain Wilson confidence intervals.

    Is there anything obviously wrong with this approach, or anything you would do differently?

    Note: I'm using Stata 15.

    Code:
    . proportion gender_n, vce(cluster person) over(year) citype(wilson) percent
    
    Proportion estimation             Number of obs   =     15,134
    
                F: gender_n = F
                M: gender_n = M
                U: gender_n = U
    
             2007: year = 2007
             2008: year = 2008
             2009: year = 2009
             2010: year = 2010
             2011: year = 2011
             2012: year = 2012
             2013: year = 2013
    
                 (Std. Err. adjusted for 8,237 clusters in person)
    --------------------------------------------------------------
                 |               Robust              Wilson
            Over |    Percent   Std. Err.     [95% Conf. Interval]
    -------------+------------------------------------------------
    F            |
            2007 |      59.85       1.17         57.55       62.12
            2008 |      65.17       1.00         63.18       67.10
            2009 |      69.34       0.81         67.73       70.90
            2010 |      71.12       0.96         69.20       72.96
            2011 |      67.63       1.04         65.57       69.62
            2012 |      71.09       0.96         69.16       72.94
            2013 |      66.56       1.32         63.93       69.09
    -------------+------------------------------------------------
    M            |
            2007 |      16.55       0.88         14.89       18.36
            2008 |      19.97       0.84         18.38       21.67
            2009 |      23.90       0.75         22.46       25.40
            2010 |      20.63       0.86         19.00       22.36
            2011 |      24.71       0.95         22.88       26.62
            2012 |      22.14       0.89         20.46       23.93
            2013 |      26.81       1.24         24.46       29.30
    -------------+------------------------------------------------
    U            |
            2007 |      23.59       1.01         21.67       25.62
            2008 |      14.86       0.74         13.46       16.38
            2009 |       6.76       0.44          5.95        7.68
            2010 |       8.26       0.58          7.19        9.47
            2011 |       7.67       0.59          6.59        8.90
            2012 |       6.77       0.53          5.80        7.89
            2013 |       6.63       0.69          5.39        8.12
    --------------------------------------------------------------
    Last edited by MJ Smith; 21 Oct 2021, 17:04.

  • #2
    MJ:
    95% CI for multinomial variable is covered in Alan Agresti's textbook https://www.wiley.com/en-gb/Categori...-9780471458760, page 21-26;36 (Exercise #1.36).
    I'm not aware of a community-contributed module in Stata along Agresti's textbook formula for this goal.
    Kind regards,
    Carlo
    (Stata 19.0)

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    • #3
      Great - thank you, Carlo!

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