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From |
Antoine Terracol <Antoine.Terracol@univ-paris1.fr> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 08 Nov 2011 17:59:31 +0100 |

Hi,

Antoine On 08/11/11 17:11, Richard Williams wrote:

At 10:02 AM 11/8/2011, Seed, Paul wrote: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-?I think it has to do with the d.f. and how they are being adjusted for. If you do reg price you again get the 2949.496, which is the square root of the MST (8699525.97). MST is SST/73 = 635065396/73. If you instead use 74 in the calculations, you get . di (635065396/74) ^ .5 2929.4991 which is what you are getting with intreg and truncreg. In other words, these routines seem to be using N rather than N-1 in their calculations. I am not sure which SD you consider "correct" but it should just take a little algebra to convert from one to the other. The help files or manuals probably say something about how the SD is calculated, and why. ------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW: http://www.nd.edu/~rwilliam * * 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/

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**Follow-Ups**:**RE: st: Why do -intreg- and -truncreg- not give me the same SD as -summarize- ?***From:*Nick Cox <n.j.cox@durham.ac.uk>

**References**:**st: Why do -intreg- and -truncreg- not give me the same SD as -summarize- ?***From:*"Seed, Paul" <paul.seed@kcl.ac.uk>

**Re: st: Why do -intreg- and -truncreg- not give me the same SD as -summarize- ?***From:*Richard Williams <richardwilliams.ndu@gmail.com>

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