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Re: st: RE: how to do fractile plot in STATA


From   tang5@purdue.edu
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: how to do fractile plot in STATA
Date   Wed, 4 Oct 2006 14:53:42 -0400

This is extremely helpful.
Thanks Nick
Quoting Nick Cox <n.j.cox@durham.ac.uk>:

> Min did specify a need only to work 
> with two variables, in which case 
> official Stata alone should work fine. 
> 
> sysuse auto, clear
> gen touse = (mpg < .) & (weight < .) 
> egen fractile = rank(weight) if touse 
> count if touse 
> replace fractile = (fractile - 0.5) / r(N) 
> label var fractile "fraction of data" 
> lowess mpg fractile 
> 
> or 
> 
> locpoly mpg fractile
> 
> For "mpg" substitute y variable and for 
> "weight" substitute x variable.  
> 
> My program was more ambitious and allows
> several predictors simultaneously. 
> 
> Nick 
> n.j.cox@durham.ac.uk 
> 
> Nick Cox 
>  
> > I think I understand this, if for "kernel density 
> > function" one can substitute "kernel-like smoothing". 
> > 
> > The idea seems to go back to Prasanta C. Mahalanobis circa 
> > 1960. There is a nice example at 
> > 
> > http://www.pnas.org/cgi/reprint/0509842103v1.pdf
> > 
> > in which the term "kernel density function" is also 
> > apparently abused, even though the author is a member of the 
> > U.S. National Academy of Sciences. 
> > 
> > There are lots of slightly different recipes here. 
> > The easiest way of getting the smooths in Stata 
> > is probably through -lowess-. (-locpoly- (for which 
> > use -search- or -findit-) is not much more difficult.) 
> > 
> > For fractiles, I wire in (rank - 0.5) / #ranks, but 
> > see e.g. http://www.stata.com/support/faqs/stat/pcrank.html
> > for excruciatingly pedantic discussion of alternatives. 
> > 
> > Here is a fudge-kludge for experimentation: 
> > 
> > --------------------------------------- fractileplot.ado 
> > *! NJC 1.0.0 4 Oct 2006 
> > program fractileplot
> > 	version 8 
> > 	syntax varlist(numeric) [if] [in] [, lowess(str asis) *] 
> > 
> > 	marksample touse 
> > 	qui count if `touse' 
> > 	if r(N) == 0 error 2000 
> > 
> > 	local n = r(N) 
> > 	tokenize `varlist' 
> > 	local y "`1'" 
> > 	local Y : variable label `y' 
> > 	if `"`Y'"' == "" local Y "`y'" 
> > 	mac shift 
> > 	local x "`*'" 
> > 	local menu "solid dash dot dash_dot shortdash"
> > 	local menu "`menu' shortdash_dot longdash longdash_dot"
> > 	tokenize `menu' 
> > 
> > 	local j = 1 
> > 	qui foreach v of local x { 
> > 		tempvar f 
> > 		egen `f' = rank(`v') if `touse' 
> > 		replace `f' = (`f' - 0.5) / `n' 
> > 		local J = mod(`j',9) 
> > 		local call "`call' lowess `y' `f', lp(``J'') 
> > `lowess' ||" 
> > 		local V : variable label `v' 
> > 		if `"`V'"' == "" local V "`v'"
> > 		local order `order' `j' `"`V'"' 
> > 		local ++j 
> > 	}
> > 	
> > 	twoway `call',                         ///
> > 	legend(order(`order')) ytitle(`"`Y'"') ///
> > 	xtitle(fraction of data) `options'                 
> > end 
> > ----------------------------------------- cut here
> > 	
> > 
> > sysuse auto, clear 
> > 
> > after which 
> > 
> > fractileplot mpg weight length displacement,  yla(, ang(h))
> > 
> > works quite (vlw: American sense, not British) nicely. 
> > 
> > fractileplot mpg weight length displacement, lowess(bw(0.2)) 
> > yla(, ang(h))
> > 
> > shows how you can tune the smoothing, in this case to ill effect. 
> > 
> > The syntax is regression-like: the first variable is the response; 
> > others are predictors, and each relationship is smoothed and 
> > shown in relation not to values of predictor, but to cumulative 
> > probabilities. Thus different bivariate relationships can be 
> > shown on the same scale. 
> 
> Min 
>  
> > > I want a fractile plot over two variables. I would like to 
> > > see my primary 
> > > variable on Y-axis and fractile on the X-axis, and a line in 
> > > the graph to fit 
> > > a kernel density function line representing the bivariate 
> > > relationship between 
> > > Y and my other variable.
> > > Clear enough?
> 
> *
> *   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/
> 


*
*   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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