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Re: st: Kolmogorov-Smirnov, comparison cumulative fraction plots,


From   Knag Anne-Christine <anne-christine.knag@imr.no>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Kolmogorov-Smirnov, comparison cumulative fraction plots,
Date   Sun, 20 May 2007 14:23:37 +0200

Thank you! Im new at this and found your answer very helpful. Thanks!
AC 


On 5/18/07 7:07 PM, "n j cox" <n.j.cox@durham.ac.uk> wrote:

> Various programs exist that may be helpful here.
> 
> One is -cdfplot-, available from SSC. The latest
> version is by Adrian Mander.
> 
> . findit cdfplot
> 
> Another is -distplot-, available from the Stata Journal
> website. Yet another is -qplot-, ditto.
> 
> . search distplot
> . search qplot
> 
> The latter searches will also point to discussions
> in the Stata Journal and the Stata Technical Bulletin
> of these programs and their uses.
> 
> For various reasons, my bias is towards the latter two,
> although -cdfplot- does at least one thing, superimpose
> a cumulative Gaussian (a.k.a. normal, central), that
> neither of the others tries to do.
> 
> There is no direct connection between these graphics
> programs and Kolmogorov-Smirnov testing. Although
> ingenious answers to the questions they attack,
> I find most empirical cumulative distribution plot tests
> fairly useless in practice. There is a splendid quotation
> from Rupert G. Miller somewhere in the manuals (I think
> at [R] diagplots) that summarises many of the issues
> very well. If you want a handle on
> the underlying uncertainty, a much better technique
> is to simulate a portfolio of pertinent distributions
> as context and plot them too.
> 
> In this field, as your question implies, it is perhaps
> more common to plot cumulative probability against
> variable values than vice versa. Although in principle
> the two possibilities convey the same information, in
> practice plotting variable values (quantiles) as response
> is often more effective. For that reason alone, I
> commend -qplot-.
> 
> (In any case, you have multiple cumulatives to compare.)
> 
> Nick
> n.j.cox@durham.ac.uk
> 
> Knag Anne-Christine
> 
> How can I make KS-test comparison cumulative fraction plots and comparison
> percentile plots in Stata? I have size measuerments and outputs from nine
> groups (collected every day over a period of time) which I want to compare.
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