Purpose: The purpose of this program is to show how the
"width" or "range" of the confidence interval (CI) changes
with the size of the sample drawn. This program also indicates the number
of intervals that do not include the population mean. While the program
shows a 95% confidence interval by default, this can be modified to show the
effects of changing to, say, a 90% confidence interval. This program is
useful for illustrating the relationship between the size of the sample, the
confidence level and the "width" of the confidence intervals.Download: You can download this program from within Stata by
typing
net from https://stats.idre.ucla.edu/stat/stata/ado/teach net install cidemo2
Use of program: To use this program, type cidemo2 # in the Stata command window,
where the number indicates the size of the sample to be drawn. The program
will calculate the 95% confidence intervals for 50 samples, each with a mean of
50 and a standard deviation of 10. The number of intervals that do not
include the population mean is displayed at the top of the Stata graph window,
and this number is also returned in the Stata results window. The user can
supply a different confidence level after the sample size.Examples: The following example uses a sample size (i.e.,
n) of 10. By default, a 95% confidence interval is displayed. The
message at the top of the graph window indicates that three intervals do not
include the population mean.
The following example uses a sample size of 25. Notice that the
"width" of the intervals is much smaller than it was when the sample
size was 10.
The following example is the same as the one above, except it uses a 90%
confidence interval.
The following example is the same as the two above, except it uses a 99%
confidence interval. Notice that the "width" of the intervals
increases as the confidence level increases.