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Re: st: qnorm


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: qnorm
Date   Mon, 5 Mar 2012 15:46:43 +0100

I have heard this error before, and in those cases it has gone away
after typing -ssc install hangroot, replace-. It appears that
-adoupdate- did not recognize the new version of hangroot that is
present on SSC.

Hope this helps,
Maarten

On Mon, Mar 5, 2012 at 3:16 PM, Alan Neustadtl <alan.neustadtl@gmail.com> wrote:
> Thank you for pointing us to -margdistfit- and -hangroot- from the SSC
> archives.  Unfortunately I encountered an error when running your
> example.  Using the code below (copied from your posting) I get an
> error (shown below the program code):
>
> sysuse auto, clear
> reg mpg
> margdistfit, hangroot name(hangr)
>
> varlist required when hangroot is not preceded by
> betafit, paretofit, lognfit, weibullfit, gammafit,
> gumbelfit, invgammafit, invgaussfit, dagumfit,
> smfit, gb2fit, fiskfit, or gevfit
> and these models need to be estimated without covariates
> r(100);
>
> I am using version 1.2.0 13Dec2011 of margdistfit and used -adoupdate-
> to update my user written programs.
>
> The following example from the -hangroot- help file produces the same error:
>
> preserve
> set seed 12345
> drop _all
> set obs 500
> gen x = runiform() < .5
> gen y = -2 + 4*x + rnormal()
> regress y x
> margdistfit, hangroot(jitter(5))
> restore
>
>
> Thank you for your help.
>
> Best,
> Alan
>
>
> On Mon, Mar 5, 2012 at 4:33 AM, Maarten Buis <maartenlbuis@gmail.com> wrote:
>> On Mon, Mar 5, 2012 at 10:03 AM, Nick Cox wrote:
>>> 1. Simulate several samples from a distribution with the same mean and
>>> standard deviation (or more generally an appropriate mean and standard
>>> deviation) and use the resulting portfolio of plots in assessing what
>>> kind of variability is to be expected.
>>
>> An easy way to do so is to use the -margdistfit- package, which you
>> can install by typing in Stata -ssc install margdistfit-. The default
>> is actually to first sample the mean and the standard deviation from
>> its sampling distribution and than sample a new variable with those
>> sampled means and standard deviation. I suspect that this makes sense
>> in most cases, though I also suspect that it won't matter much. If you
>> want to do exactly what Nick proposes you can add the -noparsamp-
>> option.
>>
>> Here is an example of what such a graph would look like:
>>
>> *-------- begin example -----------
>> sysuse auto, clear
>> reg mpg
>> margdistfit, qq name(qq)
>> margdistfit, pp name(pp)
>> margdistfit, hangroot name(hangr)
>> margdistfit, cumul name(cumul)
>> *--------- end example ------------
>> (For more on examples I sent to the Statalist see:
>> http://www.maartenbuis.nl/example_faq )
>>
>> Hope this helps,
>> Maarten
>>
>> --------------------------
>> Maarten L. Buis
>> Institut fuer Soziologie
>> Universitaet Tuebingen
>> Wilhelmstrasse 36
>> 72074 Tuebingen
>> Germany
>>
>>
>> http://www.maartenbuis.nl
>> --------------------------
>> *
>> *   For searches and help try:
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>> *   http://www.stata.com/support/statalist/faq
>> *   http://www.ats.ucla.edu/stat/stata/
>
> *
> *   For searches and help try:
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-- 
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------

*
*   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/


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