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st: Interpreting cumulative sum output


From   Reza C Daniels <rdaniels@commerce.uct.ac.za>
To   statalist@hsphsun2.harvard.edu
Subject   st: Interpreting cumulative sum output
Date   Fri, 11 Nov 2005 12:25:30 +0200

Dear Statalisters,

I am having difficulty interpreting the output of the -cusum- command.
My results are:


Variable |   Obs    Pr(1)   CusumL    zL    Pr>zL
---------+----------------------------------------
ind_co~1 | 26270   0.3672   972.04   8.522  0.000


Variable |	CusumQ    zQ   Pr>zQ
---------+----------------------------
ind_co~1 | 	1092.41   8.727 0.000


This would suggest that I have both a significant linear z-score (zL)
and a significant quadratic z-score (zQ). How is it possible that there
can be both a significant linear relationship and a significant
quadratic relationship?

If I graph this output, the cumulative sum has a u-shape (< zero running
sum) in the first decile of the x-axis variable, then has an inverted
u-shape (> zero running sum) for the remainder of the distribution. If
looked at analogously to a density, it is highly left-skewed.

Any assistance on this would be appreciated.
Reza

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