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st: Why do -intreg- and -truncreg- not give me the same SD as -summarize- ?
From
"Seed, Paul" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Why do -intreg- and -truncreg- not give me the same SD as -summarize- ?
Date
Tue, 8 Nov 2011 15:02:07 +0000
Dear all,
Here is a puzzle that has been bothering me.
Interval regression is designed for the circumstances
where an outcome is sometimes observed only to be
in a particular range. However it also copes with
some (or all) observed values being known exactly.
Like -summarize-, -intreg- and -truncreg-
But look at this:
* Begin program *
sysuse auto, clear
su price
truncreg price ,
gen price2 = price
intreg price price2
* end program *
Putting the results together I get:
Method | Mean Std. Dev/sigma
-------------+---------------------------------
summarize | 6165.257 2949.496
intreg | 6165.257 2929.499
truncreg | 6165.257 2929.499
All 3 methods agree on the mean; but we have
two different estimates for the standard deviation.
The manual does not seem to discuss this.
Does anyone know what is going on, and is there any way
to correct the SD values from -intreg- & -truncreg-?
Best wishes,
Paul T Seed, Senior Lecturer in Medical Statistics,
Division of Women's Health, King's College London
Women's Health Academic Centre KHP
020 7188 3642.
"I see no reason to address the comments of your anonymous expert
... I prefer to publish the paper elsewhere" - Albert Einstein
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