Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: ksmirnov


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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index