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R: st: q-q plots, theoretical distribution with values higher than the sample's cutoff point


From   "Lucia R.Latino" <Latino@economia.uniroma2.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   R: st: q-q plots, theoretical distribution with values higher than the sample's cutoff point
Date   Wed, 18 Jul 2012 19:23:10 +0200

Dear Nick,

Thanks for your answer. Here you have the details of my variable. I hope it
can be more useful to give me some feedback.

 -su dec_ae, d -
--------------------------------------------------------------------
         Percentiles      Smallest
|---------------------------------------|
 1%     838.9864        11.1115
 5%     1402.251       38.77081
10%     1733.309       112.4597       Obs                        11183
25%     2352.013       116.3163       Sum of Wgt.       11183

50%     3209.503                                Mean            3518.48
                                     Largest           Std. Dev.
1648.996
75%      4355.16       9948.422
90%     5793.742       9952.207       Variance        2719189
95%     6790.232         9981.6       Skewness       1.017932
99%     8768.935       9992.487       Kurtosis       4.138746
------------------------------------------------------------------

Thanks,
Lucia



-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Nick Cox
Inviato: mercoledì 18 luglio 2012 18:49
A: statalist@hsphsun2.harvard.edu
Oggetto: Re: st: q-q plots, theoretical distribution with values higher than
the sample's cutoff point

These programs are in package -qpfit- on SSC.

The word "problem" here is ambiguous. My bias is to guess that your data
don't follow any of these distributions very well and the graphs are telling
you that. -su dec_ae, detail- would tell us a bit more.

Nick

On Wed, Jul 18, 2012 at 5:13 PM, Lucia Latino <Latino@economia.uniroma2.it>
wrote:

> I am having some problems with the q-q plots for Dagum, gb2, lognormal 
> and Singh-Maddala distributions using programs written by Nick Cox.
>
> After having fit the distribution (e.g. lognfit dec_ae, svy), I run 
> the command for the q-q plot (e.g. qlogn dec_ae [pweight=iwght]).
>
> I repeat the same procedure for the other distributions (Dagum, gb2 
> and Singh-Maddala). All the plots show a strange behavior: in all the 
> qq-plots, the points follow a strongly nonlinear patters. At the 
> beginning they follow the 45 degree line, then they depart 
> significantly from the 45 degree line and become flat around the value
10,000, which is the max value for dec_ae.
>
> What does it mean? Why the theoretical distribution takes value higher 
> than 10,000?
>
> I hope I was clear enough. I wish I could show you the plots, but I 
> understood I cannot attach  them.
>
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