This is evidently a private email addressed to
me in public.
I can't explain this, but I don't see that
it's anything to do with -storecmd-. -storecmd-
doesn't reach inside your command and
change it. Nor can I think of side-effects
that would cause this. Still, lack of imagination
is not proof of absence.
Nick
[email protected]
FEIVESON, ALAN
> Nick I was using -storecmd- to do -xtintreg- but I obtained slightly
> different results after the -storecmd- statement and then if
> I repeat the
> analysis with a straight command. For some reason, with
> "storecmd", the
> integration method used is
> "ghermite" (not the default), whereas with the straight command, it
> correctly uses the default "aghermite". But I never issued an
> option for
> "ghermite" so what's going on?
>
> Al
>
> . storecmd INTREG8 xtintreg zmiss z ind2 ind3 ind4 if icyt==8
> ,i(jsub) nolog
>
> Random-effects interval regression Number of obs =
> 97
> Group variable (i): jsub Number of groups =
> 28
>
> Random effects u_i ~ Gaussian Obs per group: min =
> 3
> avg =
> 3.5
> max =
> 4
>
> Wald chi2(3) =
> 9.37
> Log likelihood = -98.397601 Prob > chi2 =
> 0.0248
>
> --------------------------------------------------------------
> --------------
> --
> | Coef. Std. Err. z P>|z| [95% Conf.
> Interval]
> -------------+------------------------------------------------
> --------------
> --
> ind2 | .2779403 .1801249 1.54 0.123 -.075098
> .6309787
> ind3 | .4799128 .1793074 2.68 0.007 .1284768
> .8313488
> ind4 | .0490643 .1817517 0.27 0.787 -.3071625
> .4052911
> _cons | 1.64652 .1439518 11.44 0.000 1.36438
> 1.92866
> -------------+------------------------------------------------
> --------------
> --
> /sigma_u | .5890853 .0847491 6.95 0.000 .4229802
> .7551905
> /sigma_e | .5086366 .0529546 9.61 0.000 .4048475
> .6124256
> -------------+------------------------------------------------
> --------------
> --
> rho | .5728955 .0834249 .4078475
> .7259425
> --------------------------------------------------------------
> --------------
> --
>
> . ereturn list
>
> scalars:
> e(ll) = -98.39760067570394
> e(df_m) = 3
> e(chi2) = 9.367763093475308
> e(n_quad) = 12
> e(N_g) = 28
> e(g_min) = 3
> e(g_avg) = 3.464285714285714
> e(g_max) = 4
> e(N_unc) = 78
> e(N_lc) = 19
> e(N_rc) = 0
> e(N_int) = 0
> e(N) = 97
> e(chi2_c) = 48.31552213790093
> e(sigma_u) = .5890853482329951
> e(sigma_e) = .5086365726862585
> e(rho) = .5728955056304219
>
> macros:
> e(cmd) : "xtintreg"
> e(ivar) : "jsub"
> e(predict) : "tobit_p"
> e(depvar) : "zmiss z"
> e(chi2_ct) : "Wald"
> e(properties) : "b V"
> e(title) : "Random-effects interval regression"
> e(distrib) : "Gaussian"
> e(intmethod) : "ghermite"
> e(crittype) : "log likelihood"
> e(chi2type) : "Wald"
>
> matrices:
> e(b) : 1 x 6
> e(V) : 6 x 6
>
> functions:
> e(sample)
>
> .
> . xtintreg zmiss z ind2 ind3 ind4 if icyt==8 ,i(jsub) nolog
>
> Random-effects interval regression Number of obs =
> 97
> Group variable (i): jsub Number of groups =
> 28
>
> Random effects u_i ~ Gaussian Obs per group: min =
> 3
> avg =
> 3.5
> max =
> 4
>
> Wald chi2(3) =
> 9.25
> Log likelihood = -98.427307 Prob > chi2 =
> 0.0261
>
> --------------------------------------------------------------
> --------------
> --
> | Coef. Std. Err. z P>|z| [95% Conf.
> Interval]
> -------------+------------------------------------------------
> --------------
> --
> ind2 | .2834601 .1838606 1.54 0.123 -.0769
> .6438203
> ind3 | .4859499 .1829623 2.66 0.008 .1273503
> .8445495
> ind4 | .0547933 .1856597 0.30 0.768 -.3090932
> .4186797
> _cons | 1.663773 .1530167 10.87 0.000 1.363866
> 1.96368
> -------------+------------------------------------------------
> --------------
> --
> /sigma_u | .6051366 .0952469 6.35 0.000 .4184562
> .7918171
> /sigma_e | .513304 .0509305 10.08 0.000 .4134821
> .6131259
> -------------+------------------------------------------------
> --------------
> --
> rho | .5815579 .0908475 .4012919
> .7459393
> --------------------------------------------------------------
> --------------
> --
>
> Observation summary: 19 left-censored observations
> 78 uncensored observations
> 0 right-censored observations
> 0 interval observations
>
>
>
> . ereturn list
>
> scalars:
> e(rc) = 0
> e(ll) = -98.42730712890625
> e(converged) = 1
> e(rank) = 6
> e(k) = 6
> e(k_eq) = 3
> e(k_dv) = 2
> e(ic) = 4
> e(df_m) = 3
> e(chi2) = 9.249642461173721
> e(p) = .0261494544480191
> e(n_quad) = 12
> e(N_g) = 28
> e(g_min) = 3
> e(g_avg) = 3.464285714285714
> e(g_max) = 4
> e(N_unc) = 78
> e(N_lc) = 19
> e(N_rc) = 0
> e(N) = 97
> e(rho) = .5815578938064966
> e(sigma_e) = .5133039972278113
> e(sigma_u) = .605136618421632
> e(chi2_c) = 40.36503330986928
> e(N_int) = 0
>
> macros:
> e(cmd) : "xtintreg"
> e(ivar) : "jsub"
> e(predict) : "xtintreg_p"
> e(depvar) : "zmiss z"
> e(chi2_ct) : "Wald"
> e(properties) : "b V"
> e(title) : "Random-effects interval regression"
> e(distrib) : "Gaussian"
> e(intmethod) : "aghermite"
> e(chi2type) : "Wald"
> e(opt) : "ml"
> e(ml_method) : "d2"
> e(user) : "xtintreg_d2"
> e(crittype) : "log likelihood"
> e(technique) : "nr"
>
> matrices:
> e(b) : 1 x 6
> e(V) : 6 x 6
> e(gradient) : 1 x 6
> e(ilog) : 1 x 20
>
> functions:
> e(sample)
>
> .
> . which storecmd
> .\storecmd.ado
> *! 1.0.0 NJC 8 December 1999 with code from Jeroen Weesie's -keyb-
>
> program storecmd
> *! 1.0.0 NJC 8 December 1999 with code from Jeroen Weesie's -keyb-
> version 7.0
> gettoken cname 0 : 0
> if `"`0'"' == "" {
> error 198
> }
>
> if `"$BUF_DISP"' != "" {
> di in wh `". `0'"'
> }
>
> local cmd `"`0'"'
>
> * put command in keyboard buffer
> push `cmd'
>
> * execute command
> `cmd'
>
> * save to characteristic if it worked
> char _dta[`cname'] `"`cmd'"'
> end
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
