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From |
Georg Pfundstein <g.pfundstein@web.de> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Confidence bounds for truncated regression with cubic splines |

Date |
Thu, 3 Dec 2009 11:07:05 +0100 |

Hello everybody, i am totaly new to Stata and therefore need your help. I am running a truncated regression with cubic splines, which works quite well i think. Since i am combining two different types of regressions i need to calculate the splines by hand which enables the use of the predict function i think! Right? The problem is, that i also want to calculate and plot confidence bounds for the regression splines. Because the predict function does not work i also have to calculate the bounds by hand and i have no clue how this works with Stata. I am not familiar with the Stata syntax at all. Maybe anyone can help me? My code looks (and works) like the following: *! --- knots ---- *! gen K1 = 15 gen K2 = 25 gen K3 = 35 gen K4 = 45 gen tK1 = 0 replace tK1 = (t - K1)^3 if t > K1 gen tK2 = 0 replace tK2 = (t - K2)^3 if t > K2 gen tK3 = 0 replace tK3 = (t - K3)^3 if t > K3 gen tK4 = 0 replace tK4 = (t - K4)^3 if t > K4 *! ----[ estimation with ll(mhr_mix) and doryear < 1820 ] ---- *! constraint define 1 [sigma]_cons = 2.7 truncreg height age t t_sq t_cu tK1 tK2 tK3 tK4 urban domestic transp no_occ [pweight=1/weight] if (age >=16 & age <= 50), ll(mix) ul(75.5) cluster(pobcode) constraint(1) *! --- plot ---*! matrix coef_total = e(b) matrix b_cons=coef_total["y1", "eq1:_cons"] scalar b_cons=el(b_cons,1,1) matrix b_t=coef_total["y1", "eq1:t"] scalar b_t=el(b_t,1,1) matrix b_t_sq=coef_total["y1", "eq1:t_sq"] scalar b_t_sq=el(b_t_sq,1,1) matrix b_t_cu=coef_total["y1", "eq1:t_cu"] scalar b_t_cu=el(b_t_cu,1,1) matrix b_tK1=coef_total["y1", "eq1:tK1"] scalar b_tK1=el(b_tK1,1,1) matrix b_tK2=coef_total["y1", "eq1:tK2"] scalar b_tK2=el(b_tK2,1,1) matrix b_tK3=coef_total["y1", "eq1:tK3"] scalar b_tK3=el(b_tK3,1,1) twoway function y=b_cons+b_t*x+b_t_sq*x^2+b_t_cu*x^3 , range(1 15) lcolor(black) || function y=b_cons+b_t*x+b_t_sq*x^2+b_t_cu*x^3+b_tK1*(x-K1)^3 , range(15 30) lcolor(black) || function y=b_cons+b_t*x+b_t_sq*x^2+b_t_cu*x^3+b_tK1*(x-K1)^3+b_tK2*(x-K2)^3 , range(30 45) lcolor(black) || function y=b_cons+b_t*x+b_t_sq*x^2+b_t_cu*x^3+b_tK1*(x-K1)^3+b_tK2*(x-K2)^3+b_tK3*(x-K3)^3 , range(45 60) lcolor(black) , legend(off) ytitle("height") xtitle("year") xlabel(1 "1740" 21 "1760" 41 "1780" 61 "1800") *! -------------------------------------------------------- *! Does anybody know how to calculate the confidence bounds for this regression? I appreciate your help! Thank you very much... Georg * * 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: Confidence bounds for truncated regression with cubic splines***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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