ROS: Stata module for estimation of regression order statistics

Niels Henrik Bruun

Statistical Software Components from Boston College Department of Economics

Abstract: The command ros is for estimating upper reference bounds for a dataset with possibly non-detectable/censored values and possibly contaminated in the upper end. The upper reference bounds are from the mean and standard deviation from regressing the observed values on the empirical (normal) z-values. The mean and the standard deviation estimated from ros are the intercept and slope of the regression. Box-Cox optimization is done by choosing a transformation with a high R square from the regressions. A dataset can have non-detectable/censored values to the left and can also be contaminated to right by non-healthy participants, so it might be only a small linear part of the qnorm scatter plot that is acceptable for estimation. This means that some of the estimated upper bounds are extrapolations from the acceptable part. The estimated, not extrapolated, upper bounds, are similar to the empirical percentiles.

Language: Stata
Requires: Stata version 12
Keywords: regression; order statistics; reference bounds (search for similar items in EconPapers)
Date: 2023-01-24, Revised 2023-01-26
Note: This module should be installed from within Stata by typing "ssc install ros". 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/r/ros.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/ros.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/b/boxcoxsim.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/boxcoxsim.sthlp help file (text/plain)
http://repec.org/bocode/s/savonaNADA.dta program code (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459174

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