help cisd

Title

cisd -- Postestimation command to regress: Confidence interval for SD(error)

Syntax

cisd [, level(#)]

Description

In the regress output, Root MSE is the standard deviation (SD)
of the error term, but the uncertainty of this estimate is not shown.
cisd displays the confidence interval for the SD(error) estimate.

The 95% confidence limits for the SD estimate are functions of SD and DF
(degrees of freedom):
Lower limit: SD*sqrt(DF/invchi2(DF,0.975))
Upper limit: SD*sqrt(DF/invchi2(DF,0.025))

Examples

. regress mpg weight
. cisd
. cisd , level(90)

Authors

Morten Frydenberg and Svend Juul
School of Public Health, Aarhus University, Denmark
Email: morten@biostat.au.dk