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GINTREG: Stata module to perform Generalized Interval Regression

Author

Listed:
  • James McDonald

    (Brigham Young University)

  • Jacob Triplett

Programming Language

Stata

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.

Suggested Citation

  • James McDonald & Jacob Triplett, 2016. "GINTREG: Stata module to perform Generalized Interval Regression," Statistical Software Components S458229, Boston College Department of Economics, revised 26 Jan 2023.
    • Handle: RePEc:boc:bocode:s458229
    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.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/g/gintreg.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/g/gintreg.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/i/intllf_normal.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/i/intllf_normal_group.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/i/intllf_sged.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/i/intllf_sged_group.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/i/intllf_sgt_condition.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/i/intllf_sgt_condition_group.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/i/intllf_lnormal.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/i/intllf_lnormal_group.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/i/intllf_ggsigma.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/i/intllf_ggsigma_group.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/i/intllf_gb2exp.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/i/intllf_gb2exp_group.ado
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