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st: RE: RE: Residuals in svy:intreg


From   Nick Cox <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: RE: Residuals in svy:intreg
Date   Thu, 31 May 2012 11:45:54 +0100

I doubt that this was the question, but I am assuming here that if you want residuals, then it's just an extra line calculating the residuals as difference between observed and predicted. 

Nick 
[email protected] 


-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Nick Cox
Sent: 31 May 2012 11:09
To: '[email protected]'
Subject: st: RE: Residuals in svy:intreg

Still true in 12.1. 

I would guess rather that as residuals need some careful interpretation with -intreg-, StataCorp lets users make their own decisions about working with them. 

If you can refer us to literature defining and using residuals carefully for -intreg-, that would strengthen the case for adding them to official Stata. 

Nick 
[email protected] 

Ángel Rodríguez Laso

I'm working with Stata 9.2 for Windows.

I have to carry out an interval regression with survey data, because
there are top and bottom censored values. I've noticed Stata version
9.2 does not provide residuals for this model. It calculates predicted
values, but if it does not provide (observed-predicted values), there
must be a good reason.

I understand that, because I'm in a survey environment, I do not have
to check for homoskedasticity of residuals and that they are not
expected to be independent. But residuals would still be useful to
check for model lack of fit (nonlinearity and presence for influential
points and outliers). Do you know of any alternatives?


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