Expressing confidence with gradations

Abstract

"Researchers often express the uncertainty associated with a parameter estimate Á by plotting the 95% confidence interval (CI) around the statistic. The meaning of these intervals is that in the long run, 95% of the intervals formed in this way will include the fixed but unknown parameter of interest Á. It is also true, though we often neglect to mention it, that 'the unknown Á is more often captured near the center of an interval than near the lower or upper limit, or end-point, of an interval' (Cumming 2007, 90). Our technique provides a method of plotting CIs that makes this facet of their interpretation more clear. Below we describe how to use Stata to plot the entire CI function - the p-value function (Poole 1987) - with gradations, thus depicting this often forgotten fact about CIs." (Author's abstract, IAB-Doku) ((en))

Cite article

Kohler, U. & Eckman, S. (2011): Expressing confidence with gradations. Stata tip 103. In: The Stata Journal, Vol. 11, No. 4, p. 627-631.