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Re: st: RE: iterative kolmogorov smirnov


From   "irodriguez" <irodriguez@utdt.edu>
To   statalist@hsphsun2.harvard.edu, "Nick Cox" <n.j.cox@durham.ac.uk>
Subject   Re: st: RE: iterative kolmogorov smirnov
Date   Tue, 27 Jun 2006 18:17:36 -0300

I have not sent html to the list
about the reference i`ll ve carefull about that 
thanks and sorry


-----Original Message-----
From: "Nick Cox" <n.j.cox@durham.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Date: Tue, 27 Jun 2006 21:13:49 +0100
Subject: st: RE: iterative kolmogorov smirnov

> Please do not send HTML to the list. 
> This is explained in the FAQ. 
> 
> I do not know the Wiggins and Ruefli
> reference. Even if I did there will be 
> others who do not. The importance of giving full references 
> is also emphasised in the FAQ. 
> 
> Whether the Stata is right is immaterial
> if the statistics is wrong. I see here 
> no adjustment for, or recognition of, 
> the consequences of 
> 
> 1. dependence in the original data 
> 
> or of 
> 
> 2. applying multiple significance tests on the same data. 
> 
> Perhaps the missing reference explains all this. 
> In any case, how we can tell if the Stata is 
> right without a specification of what it is
> supposed to do? 
> 
> You might be better advised to draw graphs and think 
> about them. 
> 
> Nick
> n.j.cox@durham.ac.uk 
> 
> irodriguez
> 
> I folowing wiggins and ruefli paper. They use an iterative kolmogorov
> smirnov approach to distinguish over time entries that perform
> significantly better or worse than their counterparts
> My data set is a panel data with firms, industry, a variable of
> performance for 1990-2004 period. 
> I need help to know if this command is ok
> Prep (Do file 1) 
> use ba se_perform
> encode firm, gen(cod_firma)
> keep if cod_sector==12
> keep if initial_year==1999
> reshape long roa, i(firm) j(year)
> destring roa, replace
> Coco (Do file 2)
> capture gen estrato=1
> capture gen fa=1 
> replace estrato=1 if estrato==0
> sum cod_firma 
> return list 
> local numfirmas=r(max)
> forvalues k=1/`numfirmas' {
> replace fa=. 
> replace fa=1 if estrato==1
>  capture replace fa=0 if cod_firma==`k' & estrato==1
>  capture ksmirnov roa, by(fa) 
>  capture return list 
>  capture replace estrato=0 if r(p)<0.05 & fa==0
> }
> tab estrato
> Una (Do file 3) 
> replace estrato=. if estrato==0
> do coco 
> tab estrato 
> Media (Do file 4)
> Summarize if estrato==1
> Tab cod_firma estrato
> Rep (Do file 5)
> drop if estrato==1
> replace estrato=1 
> do coco
> tab estrato
> 
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