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st: -dpplot- updated on SSC


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: -dpplot- updated on SSC
Date   Mon, 21 Jun 2004 15:47:32 +0100

The American Statistician for May carried out a note 

Jones, M.C. 2004. Hazelton, M.L. (2003), "A graphical tool for assessing
normality," The American Statistician 57: 285-288: Comment. The
American Statistician 58: 176-177.

which prompted me to blow the dust off a token Stata program 
I wrote in 2002 to do density probability plots. The original 
reference is 

Jones, M.C. and F. Daly. 1995. Density probability plots.  
Communications in Statistics, Simulation and Computation 24: 911-927.

Thanks to Kit Baum, a greatly reworked version is now 
available as -dpplot- from SSC. The original Stata 7 version 
is still available as -dpplot7- from the same package 
but otherwise frozen as was. 

Bail out now unless you want to know a little more 
about density probability plots.  

The basic idea is to plot two things (1) a smooth 
density function obtained in the standard way 
by plugging parameter values into a formula 
(2) an estimate of the density obtained as the 
density as a function of the quantiles as a function
of the (cumulative) probability f(Q(P)), again 
given parameter values. In both cases we are 
considering the badness of fit of some (continuous)
distribution family (Gaussian, etc.). 

The graphs take some getting used to but can 
be helpful and attractive. The original -dpplot- 
from 2002 supported just fitting normal and 
exponential distributions, perhaps not very 
interesting examples, as in each case there 
are familiar graphical methods readily 
available for assessing distribution fit. The 
latest version supports more than that and 
inspection of the code should make it fairly 
clear to user-programmers how to add code
for your own favourite distributions. 

There is much more background in the help file. 

Nick 
n.j.cox@durham.ac.uk 

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