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st: RE: intreg


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: intreg
Date   Fri, 26 Aug 2005 15:07:29 +0100

I wonder how people get these ideas. -intreg- 
is emphatically not ordered probit. 

It is a generalisation of -cnreg- and -tobit- in 
which values of the response can be point 
data, interval data, left-censored or right-censored. 
Error terms are presumed normal (or Gaussian,
as some prefer to say). The calculation is 
standard ML. 

I pretty well copied that out of the manual, but 
then I see that almost all of it is in the help. 

It is really is difficult to do serious work 
with Stata without access to the manuals. 

Nick 
n.j.cox@durham.ac.uk 

Von Fintel Dieter 
  
> Does anyone have any references to the estimation procedure 
> which intreg uses. Some people have told me it is an ordered 
> probit with pre-specified cutpoints, some have said it is a 
> modified tobit? Is there any way of finding out more details 
> - I do not have access to the base manual.

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