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From |
philippe van kerm <philippe.vankerm@ceps.lu> |

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

Subject |
st: RE: RE: AW: Calculating area under a curve |

Date |
Fri, 27 Nov 2009 18:41:34 +0100 |

re Qn (1): you can probably use -cumul- and -integ-. Alternatively you may look at the Generalized Lorenz curve (-ssc install glcurve-) if what you want to do is checking second order stochastic dominance. The Gen Lorenz curve is a plot of the cumulative quantile function and can be used to assess second order stochastic dominance in ways similar to what you would do with integrated CDFs. re Qn(2): plenty of good references are available -- a good, recent summary can be found here: http://132.206.230.229/articles/stochdomdp.pdf Philippe > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- > statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox > Sent: Friday, November 27, 2009 6:15 PM > To: statalist@hsphsun2.harvard.edu > Subject: st: RE: AW: Calculating area under a curve > > Just to point out that -cumul- gives you the (cumulated) area under the > density function. That's what a distribution function is. I don't see > why you would want to integrate again. > > Nick > n.j.cox@durham.ac.uk > > Martin Weiss > > Would the -qqplot- recently advertised by NJC not be a good > alternative? See > http://www.stata.com/statalist/archive/2009-11/msg01157.html > > Padmakumar Sivadasan > > I am analyzing the performance of companies indicated by a variable > v1. Variable v1 has a range 0-10 where higher values indicate poorer > performance. I am attempting to compare the performance of companies > for the country as a whole and to that at the local level > (Metropolitan Statistical Area). I am interested not only in the mean > value of v1 but also the variability of v1. One suggestion I got was > to compute the cumulative probabilities at the national and local > levels and then compare the area under the cumulative probability > distributions at the local level to that at the national level. > > I understand that I can use the -cumul- function in Stata to calculate > the cumulative probabilities but I couldn't find a method to calculate > the area under the cumulative probability curve. I have two questions > in this regard > (1) Is there a way in Stata to calculate the area under cumulative > probability curve? > (2) Could someone point me to reference that I can use to read up on > this method? > > > * > * 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/ * * 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/

**References**:**st: Calculating area under a curve***From:*Padmakumar Sivadasan <pmathru2@illinois.edu>

**st: AW: Calculating area under a curve***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**st: RE: AW: Calculating area under a curve***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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