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# Re: st: RE: RE: Residuals in svy:intreg

 From Ángel Rodríguez Laso <[email protected]> To [email protected] Subject Re: st: RE: RE: Residuals in svy:intreg Date Fri, 1 Jun 2012 09:49:29 +0200

```Dear Nick,

Unfortunately, after intensive search in the web I haven´t been able
to find any document on the use of residuals in interval regression or
the checking of assumptions of interval regression in the survey
setting. Of the two references that Stata manual v11 gives for an
introduction to interval regression  (Wooldridge, J. M. 2009.
Introductory Econometrics: A Modern Approach. 4th ed. Cincinnati, OH:
South-Western. Davidson, R., and J. G. MacKinnon. 2004. Econometric
Theory and Methods. New York: Oxford University Press.), I've only had
access to Wooldridge's and it does not say anything on how to use
residuals in this context.

I suppose the difficult part in calculating (observed-predicted
values) is assigning values from which censoring takes place as
observed values for individuals with censored data.

Angel Rodriguez-Laso

2012/5/31 Nick Cox <[email protected]>:
> 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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```