[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
"Demetris Christodoulou" <D.Christodoulou@econ.usyd.edu.au> |

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

Subject |
st: ksmirnov on Johnson SB |

Date |
Fri, 5 Dec 2008 15:18:03 +1100 |

Dear all, This question should be very easy for the experienced. For a standardized Johnson SB with parameters (xi,l,g,d) it holds that: Y = (X - xi) / l So that a unit normal Z can be represented as: Z = g + d * logit Y In Stata terms: Y = invlogit((Z - g)/d) X = xi + l * invlogit((Z - g)/d) Hence, to generate the SB: gen SB = xi + l * invlogit((invnormal(uniform()) - g)/d) Now, to run a ksmirnov test on the normal cumulative density: sum X ksmirnov X = normal((X-r(mean))/r(sd)) My question is how do you run the equivalent ksmirnov on the cumulative SB? I thought that I got the cumulative right but now I am not sure. many thanks, Demetris * * 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/

- Prev by Date:
**Re: st: question related to collapse** - Next by Date:
**st: lambda--p-value** - Previous by thread:
**st: question related to collapse** - Next by thread:
**st: lambda--p-value** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |