xtintreg.hlp

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{smcl}
{* 07apr2005}{...}
{cmd:help xtintreg}{right:dialog:  {bf:{dialog xtintreg}}{space 15}}
{right:also see:  {help xtintreg postestimation}}
{hline}

{title:Title}

{p2colset 5 22 24 2}{...}
{p2col :{hi:[XT] xtintreg} {hline 2}}Random-effects interval data 
regression models{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 18 2}
{cmd:xtintreg} 
{it:{help depvar:depvar_lower}}
{it:depvar_upper}
[{indepvars}]
{ifin}
{weight}
[{cmd:,} {it:options}]

{synoptset 27 tabbed}{...}
{synopthdr}
{synoptline}
{syntab :Model}
{synopt :{opth "i(varname:varname_i)"}}use {it:varname_i} as the panel ID variable{p_end}
{synopt :{opt nocon:stant}}suppress constant term{p_end}
{synopt :{opth off:set(varname)}}include {it:varname} in model with coefficient constrained to 1{p_end}
{synopt :{opth constr:aints(estimation options##constraints():constraints)}}apply specified linear constraints{p_end}

{syntab :Int opts}
{synopt :{opt intm:ethod(intmethod)}}integration method; {it:intmethod} may be {opt agh:ermite} or {opt gh:ermite}{p_end}
{synopt :{opt intp:oints(#)}}use # quadrature points; default is {cmd:intpoints(12)}{p_end}
 
{syntab :SE}
{synopt :{opth vce(vcetype)}}{it:vcetype} may be {opt boot:strap} or {opt jack:knife}{p_end}

{syntab :Reporting}
{synopt :{opt l:evel(#)}}set confidence level; default is {cmd:level(95)}{p_end}
{synopt :{opt noskip}}perform likelihood-ratio test{p_end}
{synopt :{opt intreg}}perform likelihood-ratio test against pooled model{p_end}

{syntab :Max options}
{synopt :{it:{help xtintreg##maximize_options:maximize_options}}}control the maximization process; seldom used{p_end}
{synoptline}
{p2colreset}{...}
{phang}
{it:depvar_lower}, {it:depvar_upper}, and {it:indepvars} may contain time-series operators; see {help tsvarlist}.{p_end}
{phang}
{opt bootstrap}, {opt by}, {opt jackknife}, {opt statsby}, and {opt xi} may be used with {cmd:xtintreg}; see {help prefix}.{p_end}
{phang}
{opt iweight}s are allowed; see {help weight}.  Weights must be constant within panels.{p_end}
{phang}
See {help xtintreg postestimation} for features available after
estimation.{p_end}


{title:Description}

{pstd}
{cmd:xtintreg} fits a random-effects interval data regression models.  There
is no command for a conditional fixed-effects model, as there does not exist a
sufficient statistic allowing the fixed effects to be conditioned out of the
likelihood.  Unconditional fixed-effects {cmd:intreg} models may be fitted
with {cmd:intreg}, with indicator variables for the panels.  The appropriate
indicator variables can be generated using {cmd:tabulate} or {cmd:xi}.
However, unconditional fixed-effects estimates are biased.

{pstd}
{cmd:xtintreg} is slow since the likelihood function is calculated by adaptive
Gauss Hermite quadrature.  Computation time is roughly proportional to the
number of points used for the quadrature.  The default is {cmd:intpoints(12)}.
Simulations indicate that increasing the number of points does not appreciably
change the estimates for the coefficients or their standard errors.  See
{helpb quadchk}.


{title:Options}

{dlgtab:Model}

{phang}
{opth "i(varname:varname_i)"}, {opt noconstant}, {opth offset(varname)}, 
{opt constraints(constraints)}; see {help estimation options}.

{dlgtab:Int opts}

{phang}
{opt intmethod(intmethod)} specifies the integration method with the 
random-effects model.  It accepts one of two arguments: the first is 
{opt agh:ermite}, the default, which specifies adaptive Gauss-Hermite 
quadrature; the second is {opt gh:ermite}, which specifies nonadaptive 
Gauss-Hermite quadrature. 

{phang}
{opt intpoints(#)} specifies the number of points to use for Gauss-Hermite
quadrature.  The default is 12.  Increasing this value slightly improves
accuracy but also increases computation time.  Computation time is roughly
proportional to its value.

{dlgtab:SE}

{phang}
{opt vce(vcetype)}; see {it:{help vce_option}}.

{dlgtab:Reporting}

{phang}
{opt level(#)}, {opt noskip}; see
 {help estimation options##level():estimation options}. 

{phang}
{opt intreg} specifies that a likelihood-ratio test comparing the
random-effects model with the pooled ({cmd:intreg}) model be included in the
output.

{dlgtab:Max options}

{phang}
{marker maximize_options}
{it:maximize_options}: {opt dif:ficult}, {opt tech:nique(algorithm_spec)}, 
{opt iter:ate(#)}, [{opt no:}]{opt lo:g}, {opt tr:ace}, {opt grad:ient}, 
{opt showstep}, {opt hess:ian}, {opt shownr:tolerance}, {opt tol:erance(#)}, 
{opt ltol:erance(#)}, {opt gtol:erance(#)}, {opt nrtol:erance(#)}, 
{opt nonrtol:erance}, {opt from(init_specs)}; see {help maximize}.  Some of 
these options are not available if {cmd:intmethod(ghermite)} is specified.
These options are seldom used.


{title:Examples}

{phang}{cmd:. xtintreg y1 y2 x1 x2 x3, i(id)}

{phang}{cmd:. xtintreg y2 y2 x1 x2 x3, i(id) quad(16)}


{title:Also see}

{psee}
Manual:  {bf:[XT] xtintreg}

{psee}
Online:  {help xtintreg postestimation};{break}
{help xt}; {helpb intreg}, {helpb quadchk},
{helpb tobit}, {helpb xtdata}, {helpb xtdes}, {helpb xtreg}, 
{helpb xtsum}, {helpb xttab}, {helpb xttobit}
{p_end}