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   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ksmirnov
Date   Tue, 21 Aug 2012 14:55:13 +0200

On Tue, Aug 21, 2012 at 1:59 PM, Guessab Houda wrote:
> Nick told me that it's not correct to use kormogolv smirnov to compare the shape of series with a student distribution, is there another numerical method (not graphical)to do that?

Long standing members of this list will not be surprised that Nick and
I agree on this point. To put it in another way, you seem to want to
summarize difference between the shape of a variable and a theoretical
curve in one number. By necessity this will throw away a huge amount
of information. Even if you thought that that was acceptable, than
you'd still have to consider very carefully what that number is
measuring and what it is not measuring. In all likelihood it is not
measuring what you think it measures.

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
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/


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