Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: Equality of distributions


From   "Wang,Le" <lew@mail.smu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Equality of distributions
Date   Tue, 2 Nov 2004 23:35:53 -0800

I think you could use a normalization of  the
Bhattacharya-Matusita-Hellinger measure of distance, "Srho",
developed in Granger, Maasoumi and Racine (forthcoming) " A Dependence
Metric for Possibly Nonlinear
Time Series," Journal of Time Series Analysis. This distance measure, I
think, will answer both of your questions.
However, I have only written the codes in R that are still under testing
since I am not aware that there is
any ado file capable of doing numerical integration.

Best,

Le

----- Original Message ----- 
From: "Nassar" <nassar@noos.fr>
To: "Stata-L (E-mail)" <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, November 02, 2004 8:37 AM
Subject: st: Equality of distributions


> Hi all,
>
> I have two distributions (observed) and several theoretical (built upon
> simulations), each is resumed into its own varaible (no expression)
> I'm looking for tests in order to establish whether
> - Reject/accept whether one theoretical distribution can describe the
> observed data..
> - Given degrees of freedom, which one describe "best" the observed data ?
> References, commands in Stata are highly welcome..
>
> Observed data are nominal, other are continuous
>
> Best regards
> Naji Nassar
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index