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From |
Linn Renée Naper <linn.naper@ecgroup.no> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: more questions about changing the distribution |

Date |
Tue, 18 Nov 2008 16:36:40 +0100 |

As some of you probably already noticed, I am working on a distribution of prices trying to force the distribution into being bimodal (two price peaks instead of one). Well, below is the codes I've been using so far. sum mip ret list gen u = (mip - `r(mean)')/`r(sd)' local p = -.3 local sd1 `r(sd)' local sd2 0.9*`r(sd)' local mu1 `r(mean)' local mu2 1.1*`r(mean)' gen e = u * cond(u < `p', `sd1', `sd2') + cond(u < `p', `mu1', `mu2') Mip is the original price, and I am using this distribution to generate a standardized variable u, which I then transform into a new variable with a bimodal distribution. My problem is that when imposing different means and sd for the new distribution I very quickly seem to end up with a "gap" in the distribution (intervals where no prices lie, obviously Related to the defined p). I want some distance between the two peaks (the two means defined). In the example below I reduce sd2 with 10 percent and increases the mean2 by only 10 percent. Increasing the mean by more results in a larger gap. Here p=-0.3, which is equal to the p25 in the generated u. (meaning I want 25 percent of the sample to vary around the lower peak, this can of course be changed as well). I think maybe what I need is to impose a third condition for the Observations for example between p25 and p50 to avoid having the gap. By looking at the codes, can anyone see how this is possible? Or, maybe there is a better way to all this? thanks Linn * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: more questions about changing the distribution***From:*"Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>

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