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st: Why do -intreg- and -truncreg- not give me the same SD as -summarize- ?


From   "Seed, Paul" <paul.seed@kcl.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Why do -intreg- and -truncreg- not give me the same SD as -summarize- ?
Date   Tue, 8 Nov 2011 15:02:07 +0000

Dear all, 

Here is a puzzle that has been bothering me.

Interval regression is designed for the circumstances 
where an outcome is sometimes observed only to be 
in a particular range.  However it also copes with 
some (or all) observed values being known exactly.
Like -summarize-, -intreg- and -truncreg-
 

But look at this:

* Begin program *
sysuse auto, clear
su price
truncreg  price ,
gen price2 = price
intreg price price2
* end program *

Putting the results together I get: 
    Method   |       Mean        Std. Dev/sigma       
-------------+---------------------------------
 summarize   |       6165.257    2949.496      
 intreg      |       6165.257    2929.499
 truncreg    |       6165.257    2929.499

All 3 methods agree on the mean; but we have 
two different estimates for the standard deviation.
The manual does not seem to discuss this.
Does anyone know what is going on, and is there any way 
to correct the SD values from -intreg- & -truncreg-?

Best wishes, 

Paul T Seed, Senior Lecturer in Medical Statistics, 
Division of Women's Health, King's College London
Women's Health Academic Centre KHP
020 7188 3642.

"I see no reason to address the comments of your anonymous expert 
... I prefer to publish the paper elsewhere" - Albert Einstein






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