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st: Predictions after -intreg-


From   "Mentzakis, Emmanouil" <e.mentzakis@abdn.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Predictions after -intreg-
Date   Mon, 26 May 2008 16:55:08 +0100

Dear all, 

After the use of -intreg- I want to predict the probabilities and the
conditional expected values. Although they are directly calculated
through the -pr(lb, ub)- and -e(lb, ub)- options, no standard errors are
given. 

Below I have attached some code for their manual calculation and I would
be grateful if anyone could help with the calculation of standard
errors.

I am not sure if it is possible with -nlcom- or -predictnl- since the
calculation takes place in three separate lines due to the left and
right censored values.

Thanks a lot
Manos

****************   Example   ********************   
clear   
webuse intregxmpl   
intreg wage1 wage2 age age2 tenure   
predict xb ,xb   
predict ye if e(sample),e(wage1, wage2)   
predict pr if e(sample),pr(wage1, wage2)   
  
local l2 ((wage2-xb)/e(sigma))  
local l1((wage1-xb)/e(sigma))   
  
gen mpr=normal(`l2')-normal(`l1')   
replace mpr=normal(`l2') if wage1==.    
replace mpr=1-normal(`l1') if wage2==.   
sum pr mpr   
   
local nden (normalden(`l2')-normalden(`l1'))   
local ncum (normal(`l2')-normal(`l1'))   
    
gen mye = xb + e(sigma)*(`nden'/-`ncum')   
replace mye = xb + e(sigma)*(normalden(`l2')/-normal(`l2')) if wage1==.

replace mye = xb + e(sigma)*((-normalden(`l1'))/-(1 - normal`l1')) if
wage2==.    
sum ye mye   

**************************************************   
  


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