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Re: st: RE: Generating skewed distributions on closed intervals


From   Reza C Daniels <rdaniels@commerce.uct.ac.za>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Generating skewed distributions on closed intervals
Date   Thu, 29 Sep 2005 12:33:43 +0200

Hi Maarten,

I tried this in the following way:

set obs 100
-gen z1=invnorm(uniform())- where z>0
-gen z2=ln(z1)- for positively skewed
-gen z3=exp(z1)- for negatively skewed

As I'm sure you know, this gives me the correct shape of the distributions I'm looking for, but the incorrect range.

So, I still can't solve it.

Thanks anyway,
Reza


Maarten Buis wrote:

It reminds me of an ordered probit problem: you have one unobserved distribution, which is being carved up. Only now you also have information about where the cuts are made. This should be solvable. You might want to look at the log normal instead of the normal though, since no one can get, or has ever been, -2 (even with plastic surgery).



-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Nick Cox
Sent: donderdag 29 september 2005 11:09
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: RE: Generating skewed distributions on closed intervals

Well, I guess wildly the literature you are unaware of
holds better solutions, but that's an empty comment
as I don't know what it is. The idea that an age
distribution is a bunch of little truncated
Gaussians sitting next to each other on a line sounds
at best strange to me, but as I said I don't
understand what your problem is.

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

Reza C Daniels

There is a literature on this problem that I am aware of. I'm just
having trouble with the code in Stata to generate my required results.

Whatever your problem is, it is difficult to believe
that there is not a literature on it, e.g. in demography,
actuarial science, population ecology.



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