___ ____ ____ ____ ____ tm /__ / ____/ / ____/ ___/ / /___/ / /___/ 10.0 Copyright 1984-2007 Statistics/Data Analysis StataCorp 4905 Lakeway Drive College Station, Texas 77845 USA 800-STATA-PC http://www.stata.com 979-696-4600 stata@stata.com 979-696-4601 (fax) 3-user Stata for Linux64 (network) perpetual license: Serial number: 999 Licensed to: Brian P. Poi, PhD StataCorp LP Notes: 1. (-m# option or -set memory-) 1.00 MB allocated to data 2. Command line editing disabled 3. Stata running in batch mode running /home/bpp/bin/profile.do ... . do mavro.do . /* NIST StRD benchmark from http://www.nist.gov/itl/div898/strd/ > > Univariate Summary Statistics > > Difficulty=Lower N=50 Observed > > File Name: mavro.dat > > Dataset Name: Filter Transmittance > > Description: This is an observed/"real world" data set > consisting of 50 transmittance measurements > (at a sampling rate of 10 observations per second) > from a filter with a nominal value of 2. > The experimenter was Radu Mavrodineaunu, > a member of the chemistry staff at NIST. > We here use this data to test accuracy > in summary statistics calculations. > > Stat Category: Univariate: Summary Statistics > > Reference: None > > Data: "Real World" > 1 Response : y = transmittance > 0 Predictors > 50 Observations > > Model: Lower Level of Difficulty > 2 Parameters : mu, sigma > 1 Response Variable : y > 0 Predictor Variables > > y = mu + e > > Certified Values > Sample Mean ybar: 2.00185600000000 > Sample Standard Deviation (denom. = n-1) s: 0.000429123454003053 > Sample Autocorrelation Coefficient (lag 1) r(1): 0.937989183438248 > > Number of Observations: 50 > */ . . clear . . scalar N = 50 . scalar mean = 2.00185600000000 . scalar sd = 0.000429123454003053 . scalar rho1 = 0.937989183438248 . . qui input double y . . summarize y Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- y | 50 2.001856 .0004291 2.0013 2.0027 . assert scalar(N) == r(N) . . lrecomp r(mean) mean sqrt(r(Var)) sd r(mean) sqrt(r(Var)) 13.1 . . gen time = _n . tsset time time variable: time, 1 to 50 delta: 1 unit . corrgram y, lag(1) -1 0 1 -1 0 1 LAG AC PAC Q Prob>Q [Autocorrelation] [Partial Autocor] ------------------------------------------------------------------------------- 1 0.9380 0.9705 46.685 0.0000 |------- |------- . . lrecomp r(ac1) rho1 r(ac1) 13.7 . end of do-file