st: RE: how to do fractile plot in STATA

["Nick Cox" <n.j.cox@durham.ac.uk>]

I think I understand this, if for "kernel density 
function" one can substitute "kernel-like smoothing". 

The idea seems to go back to Prasanta C. Mahalanobis circa 
1960. There is a nice example at 

http://www.pnas.org/cgi/reprint/0509842103v1.pdf

in which the term "kernel density function" is also 
apparently abused, even though the author is a member of the 
U.S. National Academy of Sciences. 

There are lots of slightly different recipes here. 
The easiest way of getting the smooths in Stata 
is probably through -lowess-. (-locpoly- (for which 
use -search- or -findit-) is not much more difficult.) 

For fractiles, I wire in (rank - 0.5) / #ranks, but 
see e.g. http://www.stata.com/support/faqs/stat/pcrank.html
for excruciatingly pedantic discussion of alternatives. 

Here is a fudge-kludge for experimentation: 

--------------------------------------- fractileplot.ado 
*! NJC 1.0.0 4 Oct 2006 
program fractileplot
	version 8 
	syntax varlist(numeric) [if] [in] [, lowess(str asis) *] 

	marksample touse 
	qui count if `touse' 
	if r(N) == 0 error 2000 

	local n = r(N) 
	tokenize `varlist' 
	local y "`1'" 
	local Y : variable label `y' 
	if `"`Y'"' == "" local Y "`y'" 
	mac shift 
	local x "`*'" 
	local menu "solid dash dot dash_dot shortdash"
	local menu "`menu' shortdash_dot longdash longdash_dot"
	tokenize `menu' 

	local j = 1 
	qui foreach v of local x { 
		tempvar f 
		egen `f' = rank(`v') if `touse' 
		replace `f' = (`f' - 0.5) / `n' 
		local J = mod(`j',9) 
		local call "`call' lowess `y' `f', lp(``J'') `lowess' ||" 
		local V : variable label `v' 
		if `"`V'"' == "" local V "`v'"
		local order `order' `j' `"`V'"' 
		local ++j 
	}
	
	twoway `call',                         ///
	legend(order(`order')) ytitle(`"`Y'"') ///
	xtitle(fraction of data) `options'                 
end 
----------------------------------------- cut here
	

sysuse auto, clear 

after which 

fractileplot mpg weight length displacement,  yla(, ang(h))

works quite (vlw: American sense, not British) nicely. 

fractileplot mpg weight length displacement, lowess(bw(0.2)) yla(, ang(h))

shows how you can tune the smoothing, in this case to ill effect. 

The syntax is regression-like: the first variable is the response; 
others are predictors, and each relationship is smoothed and 
shown in relation not to values of predictor, but to cumulative 
probabilities. Thus different bivariate relationships can be 
shown on the same scale. 

Nick 
n.j.cox@durham.ac.uk 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of
> tang5@purdue.edu
> Sent: 04 October 2006 15:07
> To: statalist@hsphsun2.harvard.edu
> Subject: st: how to do fractile plot in STATA
> 
> 
> Dear all,
> 
> I want a fractile plot over two variables. I would like to 
> see my primary 
> variable on Y-axis and fractile on the X-axis, and a line in 
> the graph to fit 
> a kernel density function line representing the bivariate 
> relationship between 
> Y and my other variable.
> Clear enough?
> thanks a lot for help,
> Min
> *
> *   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/