Purpose
Computes Wald-type confidence bounds for parameters in the current model.
Syntax
CI {LEVEL #}
{COVA | CORR | NOCO}
{PARA | NOPA} @
Arguments and Subcommands
LEVEL #
Specifies the (two-sided) confidence level. The specified level should be a number between 50 and 100. Other values will be ignored. By default, two-sided 95% confidence bounds are computed. This sets a global level which will be used for bounds produced by the BOUNDS command.
COVA
Requests a printout of the parameter covariance matrix. Once chosen, this option remains in effect until changed by the NOCO or CORR subcommands.
CORR
Requests a printout of the parameter correlation matrix. Once chosen, this option remains in effect until changed by the NOCO or COVA subcommands.
NOCO
Cancels the printout request for either the covariance or correlation matrix. Once chosen, this option remains in effect until changed by the COVA or CORR subcommands. This is the default option.
PARA
Requests a printout of the parameter estimate table. Once chosen, this option remains in effect until changed by the NOPA subcommand. This is the default option.
NOPA
Cancels the request for a printout of the parameter estimate table. Choosing this option will suppress printing of the confidence bounds. This is useful when one wishes to see only the parameter covariance or correlation matrix. Once chosen, this option remains in effect until changed by the PARA subcommand.
Remarks
The confidence intervals are computed as
where
is the appropriate normal deviate
for the two-sided interval and
is the asymptotic
standard error of the parameter estimate. For parameters in loglinear subterms,
estimates and bounds for
are also given. The
bounds in that case are computed by exponentiation of the bounds on the original
scale.
It is not possible to print both the covariance and correlation matrices at the same time. Once specified the COVA or CORR options remain in effect for all subsequent CI commands unless the NOCO subcommand is given.
Examples
a) To request the standard form of the command taking the (current) default options:
CI @
b) To request 90% confidence bounds and print the parameter covariance matrix:
CI LEVEL 90 COVA @