If I understand you correctly, you can just
use a two-step of generating the smoothed
pdf and then graphing for an interval.
As you imply, you should not estimate the pdf on just
part of the support.
Other options in nearby territory:
1. Transform and work on a transformed scale.
2. Do the kernel estimation on a log scale
and back-transform the density
function estimate to the raw scale. The manipulations
are easy but a little beyond Stata 8's -kdensity-.
The calculus and Stata code can be worked out by looking
within -mdensity- from SSC. The effort is well
worth it; with highly skewed data it can
be difficult to choose a kernel width sensible
both near the mode(s) and in the extreme tail.
Usually the tail looks lumpier than it should be.
This has been suggested as an extension of -kdensity-.
There is no public port of -mdensity- to Stata 8.
Nick
[email protected]
P.S. "skewed to the right" is I think more common
terminology when the right-hand tail is long.
Skewness takes its name from whichever tail is
longer, not from where the main hump is.
Ramani Gunatilaka
> I am plotting kernel density functions of per capita
> household consumption for three years on the same graph.
> All three distributions are skewed to the left and have
> very long tails extending to the right.
> I would like to truncate the x axis at a certain
> consumption value so that the long tail is dropped and the
> area where all the action is, stretched across so that the
> changes are more visible.
> I have explored the graph scale options and Stata list
> archives but couldn't find anything that related to my
> particular problem.
> If I were to specify a shorter range of consumption values
> than the entire data set, wouldn't it distort results?
> Would anyone be able to advise of any alternative?
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