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Re: st: How to display standardized residuals plot for interval censored regression

From   Maarten buis <>
Subject   Re: st: How to display standardized residuals plot for interval censored regression
Date   Sat, 9 Feb 2008 14:39:20 +0000 (GMT)

--- Carl Mastropaolo <> wrote:
> I have data which is left-censored (environmental concentration data
> which is below a detection limit).  I can successfully determine a
> regression line to predict concentration from a set of input
> independent variables using Interval Regression (intreg).  However,
> after using intreg, the option no longer exists in 
> statistics> postestimation > predictions, residuals, etc.,
> to calculate standardized residuals.

A residual is the observed values on the dependent variable minus
predicted values. If the dependent variable is censored than that is
going to effect the residuals. I still like looking at them, but you
have to be careful to intrpret them in the same way as you are used to
with normal regression. The example below shows how to compute the

*-------------- begin example -------------------
sysuse auto, clear
generate wgt=weight/1000
gen mpg2 = cond(mpg<17,17,mpg)
tobit mpg2 wgt, ll(17)
predict yhat, e(17,.)
gen resid = mpg2-yhat
twoway scatter resid wgt if mpg2>17 || ///
       scatter resid wgt if mpg2<=17
*--------------- end example ---------------------
(For more on how to use examples I sent to the Statalist, see )

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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