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From |
"Renzo Comolli" <renzo.comolli@yale.edu> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Goodness of fit of -intreg depvar1 depvar2 indepvars, het(subset_of_indepvars) robust- |

Date |
Sun, 11 Apr 2004 18:03:13 -0400 |

I would like to have measures of goodness of fit for intreg depvar1 depvar2 indepvars, het(subset_of_indepvars) robust constraints(1) The measure I would really like is variance of predicted y, but I would settle for other measures too. I can't use -fitstat- because it was written for the Stata 7 version of -intreg-. I hacked the code of -fitstat- enough to make it work for Stata 8 version of -intereg-, but it does not work if I specify the option -, het()- and I don't understand the code enough to hack it further. (I wrote to Mr. Long months ago, so that is not an option) I post here my hacked version of the code to compute variance of predicted y, but fails (as said) if the -, het()- option is specified. Any help would be appreciated. Best Regards. Renzo Comolli capture program drop vystar program define vystar, rclass version 6.0 tempname n_obs n_parm b v_ystar v v_y v_x v_e factor bnocon mat `b' = get(_b) local depv `e(depvar)' *-> get information from last model estimated mat `v_e' = J(1,1,1) sca `n_obs' = e(N) *-> compute numbers of variables and parameters sca `n_parm' = colsof(`b') local n_rhs = `n_parm' - 2 /* for var(e) */ local varlist : colnames(`b') parse "`varlist'", parse (" ") * 2/11/00 * to deal with rhsnam gt 80 characters, can't use string functions local rhsnam "" local i 1 while "``i''"!= "" { if "``i''"!="_cons" & "``i''"!="_se" { local rhsnam "`rhsnam' ``i''" } local i = `i' + 1 } *-> compute Var(y*) using cov_x scalar `factor' = 1/(`n_obs'-1) quietly mat accum `v_x' = `depv' `rhsnam' if e(sample), deviations noconstant scalar `v_y' = `factor' * `v_x'[1,1] /* sum y/(n-1) */ mat `v_x' = `factor' * `v_x'[2...,2...] /* cov matrix of rhs vars */ mat `v_x' = `v_x'[2...,2...] mat `bnocon' = `b'[1,1..`n_rhs'] /* trim off _con */ mat `v' = `bnocon' * `v_x' * `bnocon'' mat `v_e'[1,1] = e(sigma)*e(sigma) mat `v' = `v' + `v_e' scalar `v_ystar' = `v'[1,1] display "Variance of Fitted y* :" " " `v_ystar' return scalar v_ystar = `v_ystar' end * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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