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RE: st: Generalised interval regression


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: Generalised interval regression
Date   Mon, 4 Dec 2006 17:06:23 -0000

If this is an issue, then I think it would much be easier 
to work with log of 0, 20, etc. and -intreg- and thus an 
implicit lognormal model. 
Naturally log of 0 would be taken as missing. 

Nick 
[email protected] 

Feiveson, Alan H. (JSC-SK311)
 
> One possible problem with using -intreg- is that it 
> (-intreg-) assumes a
> normally distributed latent variable that you can only 
> observe in terms
> of intervals. On the surface, it appears that hours of activity would
> not be normally distributed for fixed values of the covariate(s). A
> user-written ml-procedure with a nonnegative latent variable
> distribution such as Gamma, that allows interval censoring 
> might be more
> appropriate. Perhaps it wouldn't be that difficult to modify 
> intreg.ado
> for this purpose.
> 

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