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From |
"Eric G. Wruck" <[email protected]> |

To |
[email protected] |

Subject |
Re: st: RE: Adding data-driven reference line to quantile plot |

Date |
Thu, 26 May 2005 23:53:33 -0400 |

Thanks, Nick. Looks like a very useful approach. Eric >Suppose you work out that the company in >question is the 42nd observation. > >Then the option could be > >yline(`=ret2001Q2[42]') > >Suppose you are cycling over several >variables. You can still use the same idea: > >foreach v of var <whatever> { > quantile `v', recast(line) rlopts(lwidth(medthick)) /// > ylabel(-.06 (.01) .06, ang(h)) yline(`=`v'[42]') /// > xlabel(0 .1 .2 .25 .3 .4 .5 .6 .7 .75 .8 .9 1) /// > xline(0 .1 .2 .25 .3 .4 .5 .6 .7 .75 .8 .9 1, lcolor(bluishgray)) >} > >What you are relying on here is that -quantile- does not >(permanently) affect the sort order of the data. > >Nick >[email protected] > >Eric G. Wruck > >> I am generating a series of quantile plots of quarterly returns but >> would like to flag one company (out of 150 or so that comprise the >> data). I found one way of doing this, using yline after manually >> looking up that company's value for the quarter in question. For >> example, >> >> quantile ret2001Q2, recast(line) rlopts(lwidth(medthick)) ylabel(-.06 >> (.01) .06, angle(horizontal)) yline(0.011) xlabel(0 .1 .2 .25 .3 .4 >> .5 .6 .7 .75 .8 .9 1) xline(0 .1 .2 .25 .3 .4 .5 .6 .7 .75 .8 .9 1, >> lcolor(bluishgray)) >> >> Here I looked up the 2001, 2nd quarter return for the company in >> question & saw that its return was 0.011 -- hence, yline(0.011). >> >> My question is: is there a way to pass something to yline from the >> data so that this doesn't have to be a manual operation (& hence >> susceptible to error)? > >* >* For searches and help try: >* http://www.stata.com/support/faqs/res/findit.html >* http://www.stata.com/support/statalist/faq >* http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: RE: Adding data-driven reference line to quantile plot***From:*"Nick Cox" <[email protected]>

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