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RE: st: kdensity

Subject   RE: st: kdensity
Date   Mon, 25 Apr 2005 10:23:51 -0400

Thanks a lot, Nick. It works very nicely.


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                      "Nick Cox"                                                                               
                      <>           To:       <>              
                      Sent by:                         cc:                                                     
                      owner-statalist@hsphsun2.        Subject:  RE: st: kdensity                              
                      04/25/2005 05:58 AM                                                                      
                      Please respond to                                                                        

If you want a plot of a (?smoothed) distribution function,
this is at best a rather indirect route.

Note first that -distplot- is a program dedicated
to plotting distribution functions. -search distplot-
points to locations. It is smart enough that you can
go directly to something like

. distplot line Y X

without doing overlays.

If the results are not smooth enough, an alternative is
to base a plot on estimated rather than observed quantiles.

One command for quantile estimation is -hdquantile-
from SSC.


Amadou Diallo

> I used to:
> kdensity X, gen(aa bb) nogr
> cumul bb, g(cum_bb)
> ksm cum_bb bb
> ?
> If you want the density at each point
> you could :
> qui cou
> local n = r(N)
> kdensity X, gen(aa bb) nogr n(`n')
> etc...

Branko Milanovic

> When you do kdensity X, STATA charts a kernel density fct of X's. Now,
> is there a command that would allow me to take the density
> function thus
> generated and chart a cumulative density (or distribution) function?
> Ideally, I would like to do that for both densities, that is
> to go from a overlay graph
> twoway (kdensity X) (kdensity Y)
> To a similar overlay graph of two cumulative density functions.
> Or is the only way to use:
> kdensity X, gen(aa bb)
> And then generate a cumulative function of aa? By the way, I
> tried that but the graph did not turn out well.

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