GINTREG: Stata module to perform Generalized Interval Regression

James McDonald and Jacob Triplett ()
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Jacob Triplett: University of North Carolina

Statistical Software Components from Boston College Department of Economics

Abstract: gintreg fits a model of depvar on indepvars using maximum likelihood where the dependent variable can be point data, interval data, right-censored data, or left-censored data. This is a generalization of the built in Stata command intreg and will yield identical estimates if the normal distribution option is used. Unlike intreg, gintreg allows the underlying variable of interest to be distributed according to a more general distribution including all distributions in the Skewed Generalized T family and Generalized Beta of the Second Kind tree. Finally, gintreg allows for grouped data when using the frequency option. gintreg accommodates Heteroskedasticity by allowing the variance parameter to vary as a function of independent variables.

Language: Stata
Requires: Stata version 13
Keywords: interval regression; maximum likelihood; interval data; censored data (search for similar items in EconPapers)
Date: 2016-08-20, Revised 2025-02-17
Note: This module should be installed from within Stata by typing "ssc install gintreg". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/gintreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gintreg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gintreg_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/intllf_normal.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/intllf_sged.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/intllf_sgt.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/intllf_lognormal.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/intllf_ggamma.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/intllf_gb2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gintregplot.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gintregplot.sthlp help file (text/plain)

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