Bart Vanneste <[email protected]> asks,
> Is it possible to use suest for intreg when some of the intervals
> are not bounded (i.e. < -∞ , a] or [b, ∞ > )?
>
> I am trying to test differences in coefficients across two intreg
> models. In both models I have censored data, i.e. only a maximum or
> minimum value is specified.
>
> When using suest I get the following error message: Score variables
> for model X contain missing values
>
> Even though suest seems possible when using intreg, see example:
> http://www.stata.com/help.cgi?suest
>
> suest requires the predict, score option to give non-missing values,
> so I guess that's where it goes wrong. [...]
This is indeed a bug in -predict- after -intreg- and, as Bart surmised, it
occurs whenever any of the intervals is unbounded (specified by a missing
value). In such cases, -predict- sets the scores to missing. It shouldn't.
This will be fixed in the next ado update, which I expect out during the
second week of January.
Working around this is rather tricky. I have provided two little ado files
below my signature that should do what's needed. They are not heavily tested,
but worked for my test case and I believe they handle all syntax options.
Bart will need to copy these to his PERSONAL directory on his ado path (type
-adopath- to find this directory).
Bart will then need to use the command -intregscr- in place of -intreg-, and
he will need to add the option -sc(<name>)- to each model he wishes to supply
to -suest-. <name> should be replaced with a valid Stata name (less than 28
characters) and the name must be different for each estimation that Bart
wishes to compare. For example,
. intregscr y1 y2 x1s ... , ... sc(mod1)
. est store one
. intregscr y1 y2 x2s ... , ... sc(mod2)
. est store two
. suest one two
The supplied ado files are poster children for the term "kludge", so don't
look too closely under the hood and switch back to -intreg- quickly after the
next ado update.
-- Vince
[email protected]
---------------------------------- BEGIN --- intregscr.ado --- CUT HERE -------
*! version 1.0.0 30dec2005
program intregscr, eclass
syntax [varlist] [if] [in] [aw fw iw pw] [, SCores(string) *]
if ("`weight'" != "") local wgt "[`weight'`exp']"
capture drop _`scores'_*
intreg `varlist' `if' `in' `wgt', `options' score(_`scores'_*)
ereturn local predict "intregscrprd"
ereturn local scorestub "_`scores'_"
end
---------------------------------- END --- intregscr.ado --- CUT HERE -------
---------------------------------- BEGIN --- intregscrprd.ado --- CUT HERE ----
*! version 1.0.0 30dec2005
program intregscrprd
syntax [anything] [if] [in] [, SCores *]
if "`scores'" == "" {
intreg_p `anything' `if' `in', `options'
exit
}
local stub : subinstr local anything "*" ""
gen `stub'1 = `e(scorestub)'1 `if' `in'
gen `stub'2 = `e(scorestub)'2 `if' `in'
end
---------------------------------- END --- intregscrprd.ado --- CUT HERE ----
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