**[ST] stintreg postestimation** -- Postestimation tools for stintreg

__Postestimation commands__

The following postestimation commands are of special interest after
**stintreg**:

Command Description
-------------------------------------------------------------------------
**estat gofplot** produce goodness-of-fit plot
**stcurve** plot the survivor, hazard, and cumulative hazard
functions
-------------------------------------------------------------------------

The following standard postestimation commands are also available:

Command Description
-------------------------------------------------------------------------
**contrast** contrasts and ANOVA-style joint tests of estimates
**estat ic** Akaike's and Schwarz's Bayesian information criteria
(AIC and BIC)
**estat summarize** summary statistics for the estimation sample
**estat vce** variance-covariance matrix of the estimators (VCE)
**estat** (svy) postestimation statistics for survey data
**estimates** cataloging estimation results
* **hausman** Hausman's specification test
**lincom** point estimates, standard errors, testing, and
inference for linear combinations of coefficients
* **lrtest** likelihood-ratio test
**margins** marginal means, predictive margins, marginal effects,
and average marginal effects
**marginsplot** graph the results from margins (profile plots,
interaction plots, etc.)
**nlcom** point estimates, standard errors, testing, and
inference for nonlinear combinations of coefficients
**predict** predictions, residuals, influence statistics, and
other diagnostic measures
**predictnl** point estimates, standard errors, testing, and
inference for generalized predictions
**pwcompare** pairwise comparisons of estimates
**suest** seemingly unrelated estimation
**test** Wald tests of simple and composite linear hypotheses
**testnl** Wald tests of nonlinear hypotheses
-------------------------------------------------------------------------
* **hausman** and **lrtest** are not appropriate with **svy** estimation results.

__Syntax for predict__

**predict** [*type*] *newvar* [*if*] [*in*] [**,** *statistic* *options*]

**predict** [*type*] newvar_l newvar_u [*if*] [*in*] **,** *statistic2* [*options*]

**predict** [*type*] {*stub******|*newvarlist*} [*if*] [*in*]**,** __sc__**ores**

*statistic* Description
-------------------------------------------------------------------------
Main
__med__**ian** **time** median survival time; the default
__med__**ian** __lnt__**ime** median ln(survival time)
**mean time** mean survival time
**mean** __lnt__**ime** mean ln(survival time)
**hr** hazard ratio, also known as the relative hazard
**xb** linear prediction
**stdp** standard error of the linear prediction; SE(xb)
* __mg__**ale** martingale-like residuals
-------------------------------------------------------------------------

*statistic2* Description
-------------------------------------------------------------------------
Main
__ha__**zard** hazard for interval endpoints *ltime* and *rtime*
__s__**urv** survivor probability for interval endpoints *ltime* and
*rtime*
* __csn__**ell** Cox-Snell residuals for interval endpoints *ltime* and
*rtime*
-------------------------------------------------------------------------

*options* Description
-------------------------------------------------------------------------
Main
__nooff__**set** ignore the **offset()** variable specified in **stintreg**
**oos** make *statistic* and *statistic2* available in and out of
sample
-------------------------------------------------------------------------

Unstarred statistics are available both in and out of sample; type
**predict** *...* **if e(sample)** *...* if wanted only for the estimation sample.
Starred statistics are calculated for the estimation sample by default,
but the **oos** option makes them available both in and out of sample.
The predicted hazard ratio, option **hr**, is available only for the
exponential, Weibull, and Gompertz models. The **mean** **time** and **mean**
**lntime** options are not available for the Gompertz model.
**csnell** and **mgale** are not allowed with **svy** estimation results.

__Menu for predict__

**Statistics > Postestimation**

__Description for predict__

**predict** creates a new variable containing predictions such as median and
mean survival times, hazards, hazard ratios, linear predictions, standard
errors, probabilities, Cox-Snell and martingale-like residuals.

__Options for predict__

+------+
----+ Main +-------------------------------------------------------------

**median time** calculates the predicted median survival time in
analysis-time units. When no options are specified with **predict**, the
predicted median survival time is calculated for all models.

**median lntime** calculates the natural logarithm of what **median time**
produces.

**mean time** calculates the predicted mean survival time in analysis-time
units. This option is not available for Gompertz regression.

**mean lntime** predicts the mean of the natural logarithm of **time**. This
option is not available for Gompertz regression.

**hazard** calculates the predicted hazard for both the lower endpoint *ltime*
and the upper endpoint *rtime* of the time interval.

**hr** calculates the hazard ratio. This option is valid only for models
having a proportional-hazards parameterization.

**xb** calculates the linear prediction from the fitted model. That is, you
fit the model by estimating a set of parameters b0, b1, b2, ..., bk,
and the linear prediction is y = xb.

The x used in the calculation is obtained from the data currently in
memory and need not correspond to the data on the independent
variables used in estimating b.

**stdp** calculates the standard error of the prediction, that is, the
standard error of y.

**surv** calculates each observation's predicted survivor probabilities for
both the lower endpoint *ltime* and the upper endpoint *rtime* of the
time interval.

**csnell** calculates the Cox-Snell residuals for both the lower endpoint
*ltime* and the upper endpoint *rtime* of the time interval.

**mgale** calculates interval-censored martingale-like residuals, which are
an interval-censored version of martingale-like residuals for
right-censored data.

**nooffset** is relevant only if you specified **offset(***varname***)** with **stintreg**.
It modifies the calculations made by **predict** so that they ignore the
offset variable; the linear prediction is treated as xb rather than
xb + offset.

**oos** makes **csnell** and **mgale** available both in and out of sample. **oos** also
dictates that summations and other accumulations take place over the
sample as defined by **if** and **in**. By default, the summations are taken
over the estimation sample, with **if** and **in** merely determining which
values of *newvar*, *newvar_l*, and *newvar_u* are to be filled in once the
calculation is finished.

**scores** calculates equation-level score variables. The number of score
variables created depends upon the chosen distribution.

The first new variable will always contain the partial derivative of
the log likelihood with respect to the linear prediction (regression
equation) from the fitted model.

The subsequent new variables will contain the partial derivative of
the log likelihood with respect to the ancillary parameters.

__Syntax for margins__

**margins** [*marginlist*] [**,** *options*]

**margins** [*marginlist*] **,** __pr__**edict(***statistic *...**)** [__pr__**edict(***statistic *...**)**
...] [*options*]

*statistic* Description
-------------------------------------------------------------------------
__med__**ian** **time** median survival time; the default
__med__**ian** __lnt__**ime** median ln(survival time)
**mean time** mean survival time
**mean** __lnt__**ime** mean ln(survival time)
**hr** hazard ratio, also known as the relative hazard
**xb** linear prediction
**stdp** not allowed with **margins**
__ha__**zard** not allowed with **margins**
__s__**urv** not allowed with **margins**
__csn__**ell** not allowed with **margins**
__mg__**ale** not allowed with **margins**
-------------------------------------------------------------------------

Hazard estimation is not allowed because it produces interval estimates.

Statistics not allowed with **margins** are functions of stochastic
quantities other than **e(b)**.

For the full syntax, see **[R] margins**.

__Menu for margins__

**Statistics > Postestimation**

__Description for margins__

**margins** estimates margins of response for median and mean survival times,
hazard ratios, and linear predictions.

__Syntax for estat gofplot__

**estat gofplot** [**,** *options*]

*options* Description
-------------------------------------------------------------------------
__out__**file(***filename*[**,** **replace**]**)** save values used to plot the
goodness-of-fit graph

Plot
*connect_options* affect rendition of plotted
cumulative hazard function

Reference line
__rlop__**ts(***cline_options***)** affect rendition of the reference
line

Add plots
**addplot(***plot***)** add other plots to the generated
graph

Y axis, X axis, Titles, Legend, Overall
*twoway_options* any options other than **by()**
documented in **[G-3]** *twoway_options*
-------------------------------------------------------------------------

__Menu for estat__

**Statistics > Postestimation**

__Description for estat gofplot__

**estat gofplot** plots the Cox-Snell residuals versus the estimated
cumulative hazard function corresponding to these residuals to assess the
goodness of fit of the model visually.

__Options for estat gofplot__

**outfile(***filename*[**,** **replace**]**)** saves in *filename***.dta** the values used to
plot the goodness-of-fit graph.

+------+
----+ Plot +-------------------------------------------------------------

*connect_options* affect the rendition of the plotted cumulative hazard
function; see **[G-3]** *connect_options*.

+----------------+
----+ Reference line +---------------------------------------------------

**rlopts(***cline_options***)** affects the rendition of the reference line; see
**[G-3]** *cline_options*.

+-----------+
----+ Add plots +--------------------------------------------------------

**addplot(***plot***)** provides a way to add other plots to the generated graph;
see **[G-3]** *addplot_option*.

+-----------------------------------------+
----+ Y axis, X axis, Titles, Legend, Overall +--------------------------

*twoway_options* are any of the options documented in **[G-3]** *twoway_options*,
excluding **by()**. These include options for titling the graph (see
**[G-3]** *title_options*) and for saving the graph to disk (see **[G-3]**
*saving_option*).

__Examples__

Setup
**. webuse cosmesis**

Fit Weibull survival model
**. stintreg i.treat, distribution(weibull) interval(ltime rtime)**

Predict median survival time
**. predict time, time**

Predict log-median survival time
**. predict lntime, lntime**

Predict adjusted Cox-Snell residuals
**. predict double cs, csnell adjusted**

Predict martingale-like residuals
**. predict double mg, mgale**

Graphically test goodness of fit of the model
**. estat gofplot**