As I said, this would assume that the explanatory variables have a
non-linear effect on the hours of activity per week. In particular, by
estimating different effects for different intervals you would make
this non-linearity discrete, i.e. make it dependent on which interval
it happens to be in. In mosts cases this wouldn't make a lot of sense.
I would think realy hard on what kind of non-linearity you would expect
and if modeling it through transforming the latent dependent variable
(this is just another way of thinking about what you want to do) is
realy worthwhile. Al Feiveson's suggestion could be a useful guide.
HTH,
Maarten
--- "Mentzakis, Emmanouil" <[email protected]> wrote:
> I have already tried the -intreg- and I have started thinking about
> theway to build my own log-l but when I posted my initial meassage, I
> thought that it might be possible to do what I want through the
> -goprobit-. Because the -goprobit- performs what I would like to have
> but for an ordered depvar.
--- "Feiveson, Alan H. (JSC-SK311)" <[email protected]> wrote:
> One possible problem with using -intreg- is that it (-intreg-)
> assumes a normally distributed latent variable that you can only
> observe in terms of intervals. On the surface, it appears that hours
> of activity would not be normally distributed for fixed values of
> the covariate(s). A user-written ml-procedure with a nonnegative
> latent variable distribution such as Gamma, that allows interval
> censoring might be more appropriate. Perhaps it wouldn't be that
> difficult to modify intreg.ado for this purpose.
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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