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st: RE: New package -wridit- on SSC

From   Nick Cox <>
To   "''" <>
Subject   st: RE: New package -wridit- on SSC
Date   Mon, 27 Feb 2012 12:45:28 +0000

Ridits are also the mid-distribution function of Parzen (1993, 3295) and the grade function of Haberman (1996, 240-241).

    Haberman, S. J. 1996.  Advanced Statistics Volume I: Description of Populations.  New York: Springer.

    Parzen, E. 1993. Change PP plot and continuous sample quantile function. Communications in Statistics -Theory and Methods 22: 3287-3304.


Roger B. Newson

Thanks as always to Kit Baum, a new package -wridit- is now available 
for download from SSC. In Stata, use the -ssc- command to do this.

The -wridit- package is described as below on my website, and calculayes 
weighted ridits for a variable. Zero weights are allowed, in which case 
the ridits for the observations with zero weights are relative to the 
weight distribution in the observations with non-zero weights. Ridits, 
and the left, right and central inverse ridits, are important in rank 
statistics, which, strictly speaking, are really ridit statistics. They 
are also potentially useful in spline statistics, where the user might 
want to define a spline in the ridit of an X-variable, instead of in the 
X-variable itself.

I would like to thank Nick Cox for writing the -ridit()- function of the 
-egenmore- package, which generates unweighted ridits, and from which I 
borrowed a few ideas for -wridit-. I slightly revised the algorithm for 
-wridit-, in order to avoid the small numerical accuracy issues 
associated with adding a small probability to a large probability.

package wridit from

       wridit: Generate weighted ridits

       wridit inputs a variable and generates its weighted ridits.
       If no weights are provided, then all weights are assumed
       equal to 1, so unweighted ridits are generated.

       Author: Roger Newson
       Distribution-Date: 22february2012
       Stata-Version: 10

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