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st: RE: How to define shortest possible period with 95% of observations


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: How to define shortest possible period with 95% of observations
Date   Mon, 10 May 2010 11:19:29 +0100

I don't think any trick is possible unless you know in advance the
precise distribution, e.g. that it is Gaussian, or exponential, or
whatever, which here is not the case. 

So, you need to look at all the possibilities from the interval starting
at the minimum to the interval starting at the 5% point of the fire
number distribution in each year. 

However, this may all be achievable using -shorth- (SSC). Look at the
-proportion()- option, but you would need to -expand- first to get a
separate observation for each fire. If that's not practicable, look
inside the code of -shorth- to get ideas on how to proceed. Note that no
looping is necessary: the whole problem will reduce to use of -by:- and
subscripts. 

Nick 
n.j.cox@durham.ac.uk 

Daniel Mueller

I have a strongly unbalanced panel with 100,000 observations (=fire 
occurrences per day) that contain between none (no fire) and 3,000 fires

per day for 8 years. The fire events peak in March and April with about 
85-90% of the yearly total.

My question is how I can define the shortest possible continuous period 
of days for each year that contains 95% of all yearly fires. The length 
and width of the periods may slightly differ across the years due to 
climate and other parameters.

I am sure there is a neat trick in Stata for this, yet I have not 
spotted it. Any suggestions would be appreciated.


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