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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

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

Subject |
st: -sliceplot- and -cquantile- available on SSC |

Date |
Wed, 2 Nov 2005 15:01:38 -0000 |

Thanks to Kit Baum, new -sliceplot- and -cquantile- programs are now downloadable from SSC. sliceplot: time series or other plot in slices ============================================== Often a time series plot -- or indeed some other kinds of plot -- would benefit from a short and wide scale. In his excellent books on graphics, Bill Cleveland recommends as an ideal that line segments should be close to 45 deg. This advice is also to be found as far back as R.A. Fisher's "Statistical methods for research workers", and perhaps earlier. This rule is difficult to achieve on the kind of time series that goes up and down like a demented yo-yo on steroids, unless either you have easy access to a printer with special paper sizes or you slice the plot and then recombine in one image. I can do nothing about your printer access but I provide in -sliceplot- ways of cutting up the original data by sections of the horizontal axis variable (e.g. time) into component graphs, then putting them together again by -graph combine-, thus reducing the nitty-gritty somewhat. Even if it is not what you want in this territory, some of the code in -sliceplot- may be suitable for your own programs. Stata 8 is required for the ado and Stata 9 is required for the help file. Thus Stata 8 users should find this works; it is just that the on-line help will show some SMCL directives that Stata 8 doesn't understand. cquantile: corresponding quantiles ================================== As a fan of quantile-quantile plots, I make much use of Stata's -qqplot-, but aside from the excellent graphics features of Stata >=8, I note that it lacks some of the statistical features that might be desired. Thus -qqplot- does not directly support the q-q plotting of two groups of the same variable. This is soluble by -generate-ing two variables, one for each group, just before the -qqplot-. [R] diagnostic plots gives an example. -separate- may be used more efficiently to the same end. More importantly, -qqplot- often suggests structure that one would like to show or examine in other ways. Thus if one set of quantiles differs from another mostly by an additive shift -- or possibly by a multiplicative one -- then such structure can be examined by looking at the difference between corresponding quantiles versus their mean, or the ratio of the corresponding quantiles versus their geometric mean. To get such results, there are various strategies including (a) pestering StataCorp to extend the command and (b) cloning -qqplot-, getting inside and adding code. In this case, following the "less is more" philosophy, I just took the part of -qqplot- that calculates the quantiles and added a -generate- option. Then you can plot, or otherwise manipulate, the quantiles as desired. Thus -cquantile- generates corresponding quantiles, namely, those quantiles that would be shown on a quantile-quantile plot. Given either two numeric variables, or one numeric variable and one grouping variable defining two groups, two new variables are generated containing the quantiles. Stata 9 is required. Nick n.j.cox@durham.ac.uk * * 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/

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