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  • 1.  Proportion Confidence Intervals methods and definitions

    Posted Tue August 02, 2022 07:27 AM

    Concerning "Proportion Confidence Intervals", I would like to understand how the differences (within the red frame) are calculated. Although it sounds quite simple, I could not get to these numbers. Also, can you please define "p0"?

     

     

     

     

     

     

     

    Meni Berger | Data scientist and Head of Tech Support E-mail    Meni@genius.co.il

    11 Menachem Begin st.,  Ramat Gan

    www.genius.co.il

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  • 2.  RE: Proportion Confidence Intervals methods and definitions

    Posted Sun August 14, 2022 08:06 AM
    Any suggestions?  @Jon Peck?​

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    Meni Berger
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  • 3.  RE: Proportion Confidence Intervals methods and definitions

    IBM Champion
    Posted Sun August 14, 2022 03:36 PM
    First, I should point out that anyone can look at the code to see the computational details for an extension.

    p0 is just the first and possibly the only proportion specified.

    The CI for the difference for each proportion after the first one is computed as
    zdifflow = p1 - p0 - sdvec[i] * zalpha2
    zdiffhigh = p1 - p0 + sdvec[i] * zalpha2

    and
    COMPUTE PLOWBI = IDF.BETA(%(alphalow)s, num + .5, denom-num + .5).
        COMPUTE PHIGHBI = IDF.BETA(%(alphahigh)s, num + .5,  denom - num + .5).
        DO IF num > 0.
        COMPUTE PLOWPOIS = (IDF.CHISQ(%(alphalow)s, 2*num)/2)/denom.
        ELSE.
        COMPUTE PLOWPOIS = 0.
        END IF.
        COMPUTE PHIGHPOIS = (IDF.CHISQ(%(alphahigh)s, 2*(num+1))/2) / denom.
        COMPUTE ZTAIL = IDF.NORMAL(%(alphahigh)s, 0,1).

    zalpha2 = ZTAIL

    The sdvec values are
    sqrt(p0*(1-p0)/denomvec[0] + p1*(1-p1)/denomvec[i]))

    (The COMPUTEs shown above do not actually appear in the active file but are computed by the Statistics backend using the standard function as you can see in the CSR or the Compute dialog.)


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