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RE: st: ksmirnov


From   "Guessab Houda" <houda.guessab@gre.generali.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: ksmirnov
Date   Tue, 21 Aug 2012 10:41:24 +0200

OK you are right. Then I will use the program you sent me.

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

I just need to draw 45 degree reference line like the qnormal function does; can you help me with that?


Houda GUESSAB

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Tel: +33 (0)1 58 38 70 39 / Fax 20 51

Email: houda.guessab@gre.generali.com


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: mardi 21 août 2012 10:36
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: ksmirnov

Doing it won't prove it is wrong, or even a bad idea. Having said what
I said, I will not add more to this thread.

Nick

On Tue, Aug 21, 2012 at 9:30 AM, Guessab Houda
<houda.guessab@gre.generali.com> wrote:
> Dear Nick,
>
> I can understand your point...you are absolutely right but i need just to know how to do it and then to prove that it's wrong (It was applied by a colleague with Matlab).to compare with a normal distribution we write: Ksmirnov x = norm(x-r(mean)/r(sd))
>
> With student distribution 8 degrees, instead of norm (),we can put ttail(8, x) ?
>
> However, I appreciate your help and sorry to bother you...
>
> 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 18:40
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: ksmirnov
>
> 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.
>
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