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From |
Roy Wada <roywada@hotmail.com> |

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

Subject |
RE: st: imputing continuous values when respondents select categories, e.g., income category |

Date |
Fri, 24 Apr 2009 22:27:51 -0700 |

Bootstrap will correct the standard error. Latent estimations (heckman, etc) are meant to predict unobserved values such as inverse-Mills ratio. It should not matter how E(y|x,z) is calcualted, as long as the conditions (i.e. exclusions, non-weak instruments) are met. > > These possibilities are starting to make my head hurt. :) To back > up, I've never heard of anyone computing the predicted values from > intreg and then using them as an independent variable in subsequent > analyses. That may just reflect my ignorance, but it seems like at a > minimum your standard errors would be too optimistic. > > For that matter, there are concerns about using intreg for dependent > variables - if the assumptions of the method are not met (e.g. > normality) the estimates may be wrong. And, as the manual points > out, for something like income, you may want to use the logged values > of the interval endpoints. See the manual for an example. So, you > have to be careful that your use of intreg is legit in the first place. _________________________________________________________________ Rediscover Hotmail®: Get e-mail storage that grows with you. http://windowslive.com/RediscoverHotmail?ocid=TXT_TAGLM_WL_HM_Rediscover_Storage2_042009 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: imputing continuous values when respondents select categories, e.g., income category***From:*Richard Williams <Richard.A.Williams.5@ND.edu>

**References**:**st: imputing continuous values when respondents select categories, e.g., income category***From:*Alan Acock <acock@mac.com>

**Re: st: imputing continuous values when respondents select categories, e.g., income category***From:*Richard Williams <Richard.A.Williams.5@ND.edu>

**Re: st: imputing continuous values when respondents select categories, e.g., income category***From:*Alan Acock <acock@mac.com>

**RE: st: imputing continuous values when respondents select categories, e.g., income category***From:*Roy Wada <roywada@hotmail.com>

**RE: st: imputing continuous values when respondents select categories, e.g., income category***From:*Richard Williams <Richard.A.Williams.5@ND.edu>

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