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ROS: Stata module for estimation of regression order statistics

Author

Listed:
  • Niels Henrik Bruun

    (Aalborg University Hospital)

Programming Language

Stata

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.

Suggested Citation

  • Niels Henrik Bruun, 2023. "ROS: Stata module for estimation of regression order statistics," Statistical Software Components S459174, Boston College Department of Economics, revised 26 Jan 2023.
    • Handle: RePEc:boc:bocode:s459174
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/r/ros.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/ros.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/b/boxcoxsim.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/b/boxcoxsim.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://repec.org/bocode/s/savonaNADA.dta
    File Function: program code
    Download Restriction: no
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