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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

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

Subject |
st: RE: Re: Examining sampling distribution |

Date |
Tue, 17 Nov 2009 10:43:04 -0000 |

You could add the curve of a function by using -twoway function- in conjunction with your histogram command. If it's -histogram-, you do that via -addplot()-. If it's -twoway histogram-, you do that via superimposition using the () or || notation. But there is a much, much, much better way for you to proceed. -qchi- and -pchi- are built-in commands for your exact purpose that allow you to focus on the overall form of the distribution without any arbitrary decisions about bin width (or possibly origin, although that presumably is 0 in your case) and without the contortions of comparing bin heights with a nonlinear curve. You should compare plots with a portfolio of similar plots showing random draws from a chi-square(1). My prejudice is that a good or lousy fit will be self-evident on such plots. Otherwise, consider the usual menagerie of Kolmogorov-Smirnov, etc. The portfolio technique provides an informal test. Nick n.j.cox@durham.ac.uk Babak Oskooei I have a question with respect to examining the sampling distribution visually and using statistical tests. I have carried out simulations in Stata with 5,000 replicates and obtained the statistic of interest. The sampling distribution of this statistics should be distributed as Chi-squared with 1 df. I would like to test this visually and unsing ststistical tests. My question is how I can add a curve of Chi2 distribution with 1 df to the histogram of the sampling distribution of my statistic. I know that in many softwares this is possible but I do not know how to do this in Stata. I found many options like kdensity in the histogram command but not an option which fits a curve with a specific distribution to my histogram. Also, I would like to know the name of the command in Stata which I tests this statistically. * * 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**:**Re: st: RE: Re: Examining sampling distribution***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**Re: st: RE: Re: Examining sampling distribution***From:*Babak Oskooei <babak_cho@yahoo.com>

**References**:**st: Re: Examining sampling distribution***From:*Babak Oskooei <babak_cho@yahoo.com>

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