-------------------------------------------------------------------------------------------
log: /Volumes/fmwww0/cfb/stata/levpredict.smcl
log type: smcl
opened on: 4 Feb 2009, 10:53:15
. // dataset from MUS ch3
. use http://fmwww.bc.edu/cfb/stata/mus03data, clear
.
. su totexp ltotexp if totexp > 0, detail
Total medical expenditure
-------------------------------------------------------------
Percentiles Smallest
1% 81 3
5% 300 6
10% 581 9 Obs 2955
25% 1433 14 Sum of Wgt. 2955
50% 3334 Mean 7290.235
Largest Std. Dev. 11990.84
75% 7497 104823
90% 17549 108256 Variance 1.44e+08
95% 27941 123611 Skewness 4.113807
99% 62989 125610 Kurtosis 25.64123
ln(totexp) if totexp > 0
-------------------------------------------------------------
Percentiles Smallest
1% 4.394449 1.098612
5% 5.703783 1.791759
10% 6.364751 2.197225 Obs 2955
25% 7.267525 2.639057 Sum of Wgt. 2955
50% 8.111928 Mean 8.059866
Largest Std. Dev. 1.367592
75% 8.922258 11.56003
90% 9.772752 11.59225 Variance 1.870308
95% 10.23785 11.72489 Skewness -.3857887
99% 11.05072 11.74094 Kurtosis 3.842263
.
. reg ltotexp suppins phylim actlim totchr age female income
Source | SS df MS Number of obs = 2955
-------------+------------------------------ F( 7, 2947) = 124.98
Model | 1264.72124 7 180.674463 Prob > F = 0.0000
Residual | 4260.16814 2947 1.44559489 R-squared = 0.2289
-------------+------------------------------ Adj R-squared = 0.2271
Total | 5524.88938 2954 1.87030785 Root MSE = 1.2023
------------------------------------------------------------------------------
ltotexp | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
suppins | .2556428 .0462264 5.53 0.000 .1650034 .3462821
phylim | .3020598 .0569709 5.30 0.000 .190353 .4137666
actlim | .3560054 .0621118 5.73 0.000 .2342185 .4777923
totchr | .3758201 .0184227 20.40 0.000 .3396974 .4119429
age | .0038016 .0036561 1.04 0.299 -.0033672 .0109705
female | -.0843275 .0455442 -1.85 0.064 -.1736292 .0049741
income | .0025498 .0010194 2.50 0.012 .000551 .0045486
_cons | 6.703737 .27676 24.22 0.000 6.161075 7.2464
------------------------------------------------------------------------------
.
. levpredict tenorm, print
Prediction of exp(ltotexp) from command: regress created as variable: tenorm
Mean level prediction ignoring E[exp(U_i)] = 4004.4529
Bias in mean level prediction: -4245.4746
. levpredict teduan, duan print
Prediction of exp(ltotexp) from command: regress created as variable: teduan
using method of Duan, assuming i.i.d. errors
Mean level prediction ignoring E[exp(U_i)] = 4004.4529
Bias in mean level prediction: -4001.0692
.
. su totexp ltotexp tenorm teduan if totexp > 0
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
totexp | 2955 7290.235 11990.84 3 125610
ltotexp | 2955 8.059866 1.367592 1.098612 11.74094
tenorm | 2955 8249.928 6805.945 1976.955 77723.15
teduan | 2955 8005.522 6604.318 1918.388 75420.59
.
. // qui reg totexp suppins phylim actlim totchr age female income
. // levpredict testerr
.
. log close
log: /Volumes/fmwww0/cfb/stata/levpredict.smcl
log type: smcl
closed on: 4 Feb 2009, 10:53:19
-------------------------------------------------------------------------------------------