Different confidence intervals for linear regression

[Daniel Zhang]

I have run a linear regression which gives a 95% CI. I would like to calculate the 80% and 99% CI for β₁ but can't find a command other than that which gives me a generalized CI for the X variable. Is there a command/menu option for me to calculate that? Is there also a way to show a picture of the probability distribution for each calculation?

Thanks

[Clyde Schechter]

-regress- has a -level()- option which you can specify. The default is 95. So just re-run the regression using -level(80)-, and then again specifying -level(99)-.

In fact, I'm pretty sure all Stata estimation commands support the -level()- option.

Is there also a way to show a picture of the probability distribution for each calculation?

I don't know what you mean by this.