CIFUNCTION: Stata module for computing and graphically displaying all possible confidence intervals around a point estimate

Ariel Linden

Statistical Software Components from Boston College Department of Economics

Abstract: cifunction computes and plots the confidence interval function (also referred to as the “confidence curve”, “P-value function”, and “consonance interval”). A CI-function is a graphical display of all possible CIs around a specified point estimate. The peak of the curve indicates the point estimate, and the concentration of the curve around the point estimate indicates the precision of the estimate. A narrow CI-function would result from a large study with high precision, and a broad CI-function would result from a small study that had low precision. CI functions convey much more of the essential information by indicating the range of values that are reasonably compatible with the observations, assuming the statistical model is correct. They can also show that the data do not contain the information necessary for reassurance about an absence of effect.

Language: Stata
Requires: Stata version 11
Keywords: confidence interval function; P-value function; consonance interval (search for similar items in EconPapers)
Date: 2019-05-09
Note: This module should be installed from within Stata by typing "ssc install cifunction". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/c/cifunction.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cifunction.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cifunction_ex.ado sample do-file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458649

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