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From |
Rebecca Pope <rebecca.a.pope@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: strange kdensity behavior |

Date |
Fri, 31 May 2013 11:15:48 -0500 |

Hi all, I'm seeing something strange when I'm using -kdensity- and I'm wondering if anyone else can duplicate this. When I plot a variable using -kdensity-, I get densities that do not make sense. However, if I graph that _same_ variable with the -addplot((kdensity))- option, the densities are correct. Here is an illustration. **** clear all set seed 72114 set obs 10000 local mu = 0 local sig = 1 di "Mode of Lognormal is " %5.4f exp(`mu'-`sig'^2) di "Mean of Lognormal is " %5.4f exp(`mu'+`sig'^2/2) di "Variance of Lognormal is " %5.4f exp(2*`mu'+`sig'^2)*(exp(`sig'^2)-1) /* pdf of Lognormal is f(x) = 1/(x*sqrt(2*pi*sigma^2))*exp(-((ln(x)-mu)^2)/(2*sigma^2)) */ local x = exp(`mu'-`sig'^2) /* density reaches maximum at modal value */ di "max f(x) = " %4.3f 1/(`x'*sqrt(2*_pi*`sig'^2))*exp(-((ln(`x')-`mu')^2)/(2*`sig'^2)) /* use runiform() to get a random p-value */ /* use invnormal() to convert random p-value to a standard z-score */ /* make adjustments so that X is from ~N(mu,sigma^2) rather than standard normal */ gen lognorm = exp(`mu'+`sig'*(invnormal(runiform()))) label var lognorm "Lognormal: mu=`mu', sigma=`sig'" kdensity lognorm, lwidth(thick) addplot((kdensity lognorm, lpattern(dash))) /// legend(order(1 "Default Plot" 2 "Added Plot")) exit **** When I run this, the first plot peaks about 0.45 and the second peaks about 0.6, which is much closer to the true maximum of the pdf with these parameters. As an add-on question, is there a way to "zoom in" on the lower end of the plot? If I use -if-, -kdensity- calculates the density over that range (which I don't want). To see this: kdensity lognorm if lognorm<=10, addplot((kdensity lognorm if lognorm<=5, lpattern(dash))) /// legend(order(1 "Default Plot" 2 "Added Plot")) name(plot2) You'll notice that the greatest change is in Default Plot. If I use the x-axis options, it just changes the labeling without excluding the higher values of X. I'm running Stata 12.1 on Windows 7. Stata is updated to 20 Mar 13 & when I checked for updates, nothing new showed up. Thanks, Rebecca * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: strange kdensity behavior***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: strange kdensity behavior***From:*Austin Nichols <austinnichols@gmail.com>

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