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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 ************************************************** The University of Aberdeen is a charity registered in Scotland, No SC013683. * * 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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