st: How do I execute the "intreg" command succcessfully?

[Martin Ryan <martin.f.ryan@gmail.com>]

Hi all,

I cannot execute the "intreg" command in Stata, despite my best efforts.

I have consulted the manual (http://www.stata.com/help.cgi?intreg), and
three separate UCLA Stata pages:
(i) http://www.ats.ucla.edu/stat/stata/output/Stata_interval.htm
(ii) http://www.ats.ucla.edu/stat/stata/dae/intreg.htm
(iii) http://www.ats.ucla.edu/stat/stata/dae/intreg2.htm

As well as an example by Richard Williams (
http://www.nd.edu/~rwilliam/stats3/intreg3.pdf); and many leads from
internet searches.

To give some background, "intreg" is the Stata command for interval
regression. A common example of an interval variable is income; say
household income categorised into 'bands' or 'brackets'. What I can see so
far (from the information above) is that "intreg" needs to be given two
dependent variables: one representing a lower bound; the other an upper
bound.

What I'm really struggling with is how to create the "upper bound" and the
"lower bound" dep vars. If anyone has some experience with this (or another
take on interval regression), I would be very grateful to hear about it.

Martin

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