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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: smoothing quantiles |

Date |
Sat, 2 Apr 2011 18:23:39 +0100 |

I did not say that quantile smoothing is harder than density estimation, and I don't think it is. What you want sounds more like quantile regression to me. See -qreg-. Nick 2011/4/2 László Sándor <sandorl@gmail.com>: > Thank you, Nick, this is very useful. > > It turns out that I myself would have been more interested in > something like density estimation (well, more like CDFs), but instead > of 3D plots of density (I know that this is possible), using "level > sets" or contour curves in 2D, which basically plotting the quantiles > of yvar in terms of values (not quantiles) of xvar. > > The code you just sent does not seem to do that. But maybe this is > only how we can plot the results of hdquantile? I should play with it > more. In any case, you say that CDFs (quantiles) are harder to smooth > than densities? This makes sense. But for descriptive purposes I would > still try to do that in a dataset rich (large) enough. > > Am I wrong on this? If not, do you know of an easyish workaround? > On Sat, Apr 2, 2011 at 3:13 AM, Nick Cox <njcoxstata@gmail.com> wrote: >> One way of seeing what -hdquantile- does is, naturally, graphical. >> >> sysuse auto >> hdquantile mpg, gen(hdq_mpg) >> qplot *mpg , c(. l) ms(Oh none) >> >> where -qplot- is from SJ. >> >> It seems curious to me that quantile smoothing is far less practised >> than density estimation. >> >> Nick >> >> On Fri, Apr 1, 2011 at 5:50 PM, Nick cox <njcoxstata@gmail.com> wrote: >> >>> I implemented one method in -hdquantile- from SSC. >> >>> On 1 Apr 2011, at 17:43, László Sándor <sandorl@gmail.com> wrote: >>> >>>> Hi all, >>>> >>>> I would like to plot smooth predicted quantiles with Stata 11.2 on >>>> Unix (console). >>>> >>>> My goal is to have something like what lowess is for the mean for the >>>> yvar. Preferably, it would be nice to be able to plot multiple >>>> quantiles in the same plot (e.g., all 3 quartiles). This would be a >>>> useful way to summarize the distribution of a yvar across the values >>>> of an xvar. >>>> >>>> I'd rather not reinvent the wheel on this one --- I hope there is >>>> something like this already out there (or built in), only I could not >>>> find it. * * 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: smoothing quantiles***From:*László Sándor <sandorl@gmail.com>

**Re: st: smoothing quantiles***From:*Nick cox <njcoxstata@gmail.com>

**Re: st: smoothing quantiles***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: smoothing quantiles***From:*László Sándor <sandorl@gmail.com>

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