I would like to have measures of goodness of fit for
intreg depvar1 depvar2 indepvars, het(subset_of_indepvars) robust
constraints(1)
The measure I would really like is variance of predicted y, but I would
settle for other measures too.
I can't use -fitstat- because it was written for the Stata 7 version of
-intreg-.
I hacked the code of -fitstat- enough to make it work for Stata 8 version of
-intereg-, but it does not work if I specify the option -, het()- and I
don't understand the code enough to hack it further.
(I wrote to Mr. Long months ago, so that is not an option)
I post here my hacked version of the code to compute variance of predicted
y, but fails (as said) if the -, het()- option is specified.
Any help would be appreciated.
Best Regards.
Renzo Comolli
capture program drop vystar
program define vystar, rclass
version 6.0
tempname n_obs n_parm b v_ystar v v_y v_x v_e factor bnocon
mat `b' = get(_b)
local depv `e(depvar)'
*-> get information from last model estimated
mat `v_e' = J(1,1,1)
sca `n_obs' = e(N)
*-> compute numbers of variables and parameters
sca `n_parm' = colsof(`b')
local n_rhs = `n_parm' - 2 /* for var(e) */
local varlist : colnames(`b')
parse "`varlist'", parse (" ")
* 2/11/00
* to deal with rhsnam gt 80 characters, can't use string functions
local rhsnam ""
local i 1
while "``i''"!= "" {
if "``i''"!="_cons" & "``i''"!="_se" { local rhsnam "`rhsnam'
``i''" }
local i = `i' + 1
}
*-> compute Var(y*) using cov_x
scalar `factor' = 1/(`n_obs'-1)
quietly mat accum `v_x' = `depv' `rhsnam' if e(sample), deviations
noconstant
scalar `v_y' = `factor' * `v_x'[1,1] /* sum y/(n-1) */
mat `v_x' = `factor' * `v_x'[2...,2...] /* cov matrix of rhs vars
*/
mat `v_x' = `v_x'[2...,2...]
mat `bnocon' = `b'[1,1..`n_rhs'] /* trim off _con */
mat `v' = `bnocon' * `v_x' * `bnocon''
mat `v_e'[1,1] = e(sigma)*e(sigma)
mat `v' = `v' + `v_e'
scalar `v_ystar' = `v'[1,1]
display "Variance of Fitted y* :" " " `v_ystar'
return scalar v_ystar = `v_ystar'
end
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