| CONFID The
CONFID command computes confidence intervals.
In general, the format is:
Estimation
Command eg. OLS...
CONFID var1 var2 ... / options
Following a STAT command,
CONFID computes interval estimates for the population mean. Following a regression estimation,
CONFID computes interval estimates for coefficients of the variables.
The name $SIG2 can be specified to get a confidence interval for the error variance.
The available options are:
| Option |
Description |
|
NORMAL
|
Normal distribution used in computing
confidence regions.
|
|
DF=
|
Specifies the Degrees of Freedom
required.
|
|
TCRIT=
|
Specifies a t critical value for the
interval estimates.
|
When only 2 coefficients are listed, a plot of the confidence ellipse
is computed. The available plot options are HOLD,
NOBLANK, SYMBOL, WIDE/NOWIDE, XMAX=, XMIN=, YMAX=, and YMIN=. The GRAPH option can be used for a GNUPLOT plot.
Other available options are:
| Option |
Description |
|
NOFPLOT
|
Deletes the joint confidence region plot if two coefficients were specified.
|
|
NOMID
|
Used when you are computing the FPLOT.
|
|
NOTPLOT
|
Deletes the computation of the confidence intervals for individual coefficients based on the t or normal distribution and suppresses the drawing of the (+) symbol.
|
|
FCRIT=
|
Specifies a critical value from an F distribution to use for the joint confidence region plot.
|
|
POINTS=
|
Specifies the number of points desired in the construction of the confidence ellipse for the FPLOT.
|
The CONFID command can calculate interval estimates from user
specified input.
The following options are then available.
| Option |
Description |
|
COEF1=
|
First coefficient estimate
|
|
COEF2=
|
Second coefficient estimate
|
|
COVAR12=
|
Covariance estimate
|
|
VAR1=
|
Variance estimate of the first coefficient
|
|
VAR2=
|
Variance estimate of the second coefficient
|
|