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From |
"Stephen Pollard" <spollard777@comcast.net> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Re: RE: Silverman Test for modes |

Date |
Sun, 28 Nov 2004 11:39:16 -0800 |

Thanks. Will work on option 3. I also apologize for the use of html. I was on the road and used my web browser to send the message which unfortunately defaulted to html. I usually use an email program which uses plain text as the default. Stephen Pollard Professor of Economics and Statistics Cal State LA ----- Original Message ----- From: "Nick Cox" <n.j.cox@durham.ac.uk> To: <statalist@hsphsun2.harvard.edu> Sent: 11/28/2004 8:54 AM Subject: st: RE: Silverman Test for modes > If I understand this correctly: > > You may have discovered bug(s) and/or limitation(s) > in -silvtest-. So the main options appear to be > > 1. Inform the authors and hope that they will > fix it or explain what you are doing wrong > from their point of view. Last time I looked the senior > author was not a member of Statalist. > > 2. Fix it yourself. > > 3. Ignore -silvtest- and do this directly with > -bootstrap- and -kdensity-. > > The last would seem by far the easiest. A program > of the order of 10 lines long would appear to be > needed to produce the mode count. > > I am not clear from your posting whether 50 > is also the number of observations in (one > of) your real datasets. From my experience > the number of modes identified by kernel > density estimation can be very labile for > datasets that small. This may be _precisely_ > why you are doing this. > > However, there is an extra generic problem > that is very simple but also seems crucial. > If you are counting modes as local peaks > on the density, then minor modes that > would not be taken seriously in practice > are necessarily included in the count. > > I've found in similar problems a simple > approach much more illuminating than this > one. Loop over a range of kernel widths, > and track the modes as they disappear > and/or appear. Genuine modes can be > expected to persist, and freak modes > to fade away. > > Nick > n.j.cox@durham.ac.uk > > spollard777@comcast.net (converted from original HTML) > > I am attempting to implement the silverman test using the procedures > outlined by this earlier posting and from the STATA Journal: > > "STB-38 snp13 . Nonparametric assessment of multimodality for univariate data > (help warpdenm if installed) . . . . Salgado-Ugarte, Shimizu, Taniuchi > 7/97 pp.27--35; STB Reprints Vol 7, pp.232--243 > implementation of smoothed bootstrap procedure of Silverman for > multimodality assessment > > With the ado-files included you can bootstrap kde's and later to count the > number of modes one by one interectivelly or automatically with the silvtest.ado > program and sending the result listing to a log file (to keep track of any > single result)." > > I have successfully installed the files and can get the procedure to run. > I am having some problems with the results. To check the process, I > generated a sample of 50 observations: the first 25 observations are > equal to the value 10; observations 26-50 are equal to the value of 100, > so the sample has exactly 2 modes. However, there are two interesting > problems arising from testing for the number of modes: > > 1. The number of bootstrap samples that can be generated are limited to > the number of elements in the original sample (in this case 50). > > 2. Each bootstrap sample returns only 1 mode, so that the result is > fail to reject the null of 1 mode (even though there is clearly two modes in my example). > > I have exhausted numerous possibilities of changing the different parameters > for this test, different examples and data sets and always get 1 mode. > Any help would be greatly appreciated. > > * > * 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/

**References**:**st: RE: Silverman Test for modes***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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