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st: Silverman test
From
Alfonso Miranda <[email protected]>
To
Statalist <[email protected]>
Subject
st: Silverman test
Date
Thu, 3 Mar 2011 18:21:19 +0000
Dear Statalisters,
I need to determine whether the residuals from a (poisson) regression are
unimodal or multimodal. I thought of using a Silverman test. Sometime ago
(2004) Nick Cox and Stephen Pollard exchanged a message in Statalist about
the Silverman test (see below). Nick suggested:
> 3. Ignore -silvtest- and do this directly with
> -bootstrap- and -kdensity-.
>
> The last would seem by far the easiest. A program
> of the order of 10 lines long would appear to be
> needed to produce the mode count.
I am trying myself to implement this last strategy. Before I go on, however,
I wonder whether:
1. Has Nick or somebody else already implemented this?
2. I am not sure how to count the number of modes after fitting the
kdensity, will you give me some ideas on how to do this?
3. The critical bandwidth h_m is the smallest possible bandwidth h that
produces a kernel density with, at most, m modes. So, finding the critical
bandwidth implies searching for a range of bandwidths and determining the
number of modes. I do not have indication, however, what range of bandwidths
I should start my search with or when declaring that I found the `smallest
possible bandwidth'. Any ideas on how to do this?
Best wishes,
Alfonso
----------------------------------------------------------
Dr. Alfonso Miranda
Lecturer in Quantitative Social Science
Institute of Education, University of London.
20 Bedford Way, London WC1H 0AL, UK.
Tel. +44 (0) 020 7331 5105
E-mail: [email protected]
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