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st: update qenv available from SSC


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: update qenv available from SSC
Date   Mon, 8 Apr 2013 11:38:32 +0200

Thanks to Kit Baum an updated version of the -qenv- package is now
available from SSC.

The -qenv- package is written by me and Nick Cox and contains programs
that each generate two numeric variables for later plotting on a
quantile-quantile plot that define an envelope of low and high
expectations for each quantile given repeated sampling from a
specified distribution with the same number of values and same
parameter values as the data specified. The programs are helper
programs designed for use with -qplot-, which must be installed
separately.

The package is changed in the following ways:

In addition to supporting the normal and gamma distribution, -qenv-
now supports the computation of reference regions for the chi-square,
F, and beta distributions by adding the -qenvchi2-, -qenvF- and
-qenvbeta- programs.

None of the -qenv- programs worked as advertised under Stata 9 or
Stata 10.0, this has been fixed.

We have added options to all programs that allows users to specify the
parameters of the distributions. We were thinking in terms of a
simulation where a user wants to compare the distribution of a test
statistic with a known distribution with known parameters. The
reference interval would than represent the variability that is to be
expected given the random nature of a Monte Carlo simulation, similar
to Ian White's -simsum- (also available from SSC and described in
(White 2010)). This background also explains our interest in the
chi-square and F distributions.

We have speeded up the Mata code for computing the overall reference region.

We have added "click to run" links to the helpfile.

We hope that some of you will find this useful,
Maarten

Ian White (2010) "simsum: Analyses of simulation studies including
Monte Carlo error". The Stata Journal, 10(3): 369-385.

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

http://www.maartenbuis.nl
---------------------------------
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