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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: ksmirnov |

Date |
Mon, 20 Aug 2012 17:40:10 +0100 |

I am disinclined to support what I guess is likely to be wrong in principle, but -help density functions- guides you on functions for t distributions. Nick On Mon, Aug 20, 2012 at 5:16 PM, Guessab Houda <houda.guessab@gre.generali.com> wrote: > Thank you nick, > > Apologies for posting anonymous question... this is such a good idea to make quantile quantile plot. The thing is that I have to use kormogolov smirnov but I really don't know how to apply it to a distribution with t with 8 d.f.Could you please help me? > > > Houda GUESSAB > > > > > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox > Sent: lundi 20 août 2012 17:40 > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: ksmirnov > > Naturally I agree with Maarten on the point of list practice. He is > referring to an explicit request that posters use their full names. > 2.1.3 within http://www.stata.com/support/faqs/resources/statalist-faq/#tojoin > means exactly what it says. > > On the substantive question, > > (1) if "series" means what I think it does, a time series of some > kind, then note that Kolmogorov-Smirnov tests tacitly assume mutual > independence > > (2) the most direct way of comparing a distribution with t with 8 d.f. > is a quantile-quantile plot. > > Example code to show how easy this is: > > sysuse auto, clear > egen rank = rank(mpg), unique > su mpg, meanonly > local N = r(N) > gen tquantile = -invttail(8, (rank - 0.5) / `N') > scatter mpg tquantile > > > On Mon, Aug 20, 2012 at 4:17 PM, Maarten Buis <maartenlbuis@gmail.com> wrote: >> On Mon, Aug 20, 2012 at 5:05 PM, houda wrote: >>> I m trying to find a simple way to test if a series is t-distributed with 8 >>> degrees >>> of freedom using a Kolmogorov-Smirnov test, could you please help me? >> >> Policy on the statalist is not to post anonymous questions. This is >> clearly explained in the Statalist FAQ. * * 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/

**Follow-Ups**:**RE: st: ksmirnov***From:*"Guessab Houda" <houda.guessab@gre.generali.com>

**References**:**Re: st: ksmirnov***From:*houda <houda.guessab@gre.generali.com>

**Re: st: ksmirnov***From:*houda <houda.guessab@gre.generali.com>

**Re: st: ksmirnov***From:*Maarten Buis <maartenlbuis@gmail.com>

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

**RE: st: ksmirnov***From:*"Guessab Houda" <houda.guessab@gre.generali.com>

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