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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: evaluating probabilities using kdensity |

Date |
Thu, 28 Feb 2008 10:01:23 +0000 (GMT) |

There is a long tradition of estimating the complement of what you want ( Pr(x>=525) instead of Pr(x<525) ) in survival analysis, where they are sometimes called the Kaplan-Meier estimates of the survivor function. This, however, does not use any smoothing. In essence it uses the empirical distribution, which is always discrete. In Stata you can use -sts list- and -sts graph- to get these estimates. I would strongly recommend going with these estimates unless you have very very good arguments to do otherwise. This is a tried and test technology. There is some devolpments in terms of the inverse of what you want (What value of x has 37% of the observations below) which does use smooting, see -ssc desc hdquantile- by Nick Cox, and the references in the helpfile of -hdquantile-. Hope this helps, Maarten --- Conner Mullally <mullally@primal.ucdavis.edu> wrote: > I have a puzzle that I cannot figure out. I have a data > series that runs from 600 or so up to 2200. What I would > like to do is estimate a kernel density using this series, > and then evaluate the cumulative probabilities of different > values within the range cited above. For example, I might > have X=(500, 623, and 2300), which I use to estimate the > kernel density. But then I would like to know the > probability that x<525, as predicted by the results of the > kernel estimation. I tried creating a new variable > consisting of integers between 500 and 2200 and using the > "at" option with this variable, but I think this changes the > number of points used to estimate the kernel, which is > something I do not want. Thanks in advance for the help! ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room Z434 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- ___________________________________________________________ Yahoo! Answers - Got a question? Someone out there knows the answer. Try it now. http://uk.answers.yahoo.com/ * * 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/

**References**:**st: evaluating probabilities using kdensity***From:*"Conner Mullally" <mullally@primal.ucdavis.edu>

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