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This page covers Example 2 from the interval regression data analysis example. The issue addressed here is how to analyze data that has both interval-censored and left-censored and right-censored values.
Let's look at the data and then perform an interval regression with robust standard errors.
use http://www.ats.ucla.edu/stat/stata/dae/intregex2, clear
list lgpa ugpa, clean
lgpa ugpa
1. 2.5 3
2. 3.4 3.8
3. 2.5 3
4. . 2
5. 3 3.4
6. 3.4 3.8
7. 3.8 4
8. 2 2.5
9. 3 3.4
10. 3.4 3.8
11. 2 2.5
12. 2 2.5
13. 2 2.5
14. 2.5 3
15. 2.5 3
16. 2.5 3
17. 3.4 3.8
18. 2.5 3
19. 2 2.5
20. 3 3.4
21. 3.4 3.8
22. 4 .
23. 2 2.5
24. 3 3.4
25. 3.4 3.8
26. 2 2.5
27. 2 2.5
28. 2 2.5
29. 2.5 3
30. 2.5 3
Note observations 4 and 22 which are left-censored and right-censored respectively. You indicate censoring by setting either the lower or upper interval value to missing.
intreg lgpa ugpa write rating read, robust
Fitting constant-only model:
Iteration 0: log pseudolikelihood = -51.784888
Iteration 1: log pseudolikelihood = -51.75397
Iteration 2: log pseudolikelihood = -51.753956
Iteration 3: log pseudolikelihood = -51.753956
Fitting full model:
Iteration 0: log pseudolikelihood = -36.722734
Iteration 1: log pseudolikelihood = -36.427115
Iteration 2: log pseudolikelihood = -36.425896
Iteration 3: log pseudolikelihood = -36.425896
Interval regression Number of obs = 30
Wald chi2(3) = 48.39
Log pseudolikelihood = -36.425896 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
| Robust
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
write | .0054281 .001462 3.71 0.000 .0025627 .0082936
rating | .0185163 .0109571 1.69 0.091 -.0029592 .0399917
read | .0024199 .0011216 2.16 0.031 .0002216 .0046182
_cons | .7927504 .5138823 1.54 0.123 -.2144405 1.799941
-------------+----------------------------------------------------------------
/lnsigma | -1.053316 .1300213 -8.10 0.000 -1.308153 -.7984792
-------------+----------------------------------------------------------------
sigma | .3487792 .0453487 .2703188 .4500128
------------------------------------------------------------------------------
Observation summary: 1 left-censored observation
0 uncensored observations
1 right-censored observation
28 interval observations
Note the observation summary at the bottom of the output that indicates that there was one left-censored, one right-censored, and 28 interval-censored values.
You should compare these results with the results from Example 3 that contained only interval-censored data. Because of the similarities in the output between this example and Example 3, the interpretation and write-up of the analysis will be the same as for Example 3.
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