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


From   jverkuilen <jverkuilen@gc.cuny.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: imputing continuous values when respondents select categories, e.g., income category
Date   Sun, 26 Apr 2009 01:34:14 -0400

"Richard Williams" wrote:

At 11:20 PM 4/24/2009, Roy Wada wrote:

>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. >

Sounds analogous to using the linear predictor from a probit in a subsequent analysis. This probably works out to be some kind of multi-stage estimation but of what? 



< That may just reflect my ignorance, but it seems like at a 
minimum your standard errors would be too optimistic.>

I would think so, and not be at all sanguine that bootstrap wil fix it. 

>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. >

In very much the same way that Tobit type models depend on the specification of error distribution in a way OLS does not.

 JV

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