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| From | Maarten Buis <maartenlbuis@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: qnorm |
| Date | Mon, 5 Mar 2012 15:46:43 +0100 |
I have heard this error before, and in those cases it has gone away after typing -ssc install hangroot, replace-. It appears that -adoupdate- did not recognize the new version of hangroot that is present on SSC. Hope this helps, Maarten On Mon, Mar 5, 2012 at 3:16 PM, Alan Neustadtl <alan.neustadtl@gmail.com> wrote: > Thank you for pointing us to -margdistfit- and -hangroot- from the SSC > archives. Unfortunately I encountered an error when running your > example. Using the code below (copied from your posting) I get an > error (shown below the program code): > > sysuse auto, clear > reg mpg > margdistfit, hangroot name(hangr) > > varlist required when hangroot is not preceded by > betafit, paretofit, lognfit, weibullfit, gammafit, > gumbelfit, invgammafit, invgaussfit, dagumfit, > smfit, gb2fit, fiskfit, or gevfit > and these models need to be estimated without covariates > r(100); > > I am using version 1.2.0 13Dec2011 of margdistfit and used -adoupdate- > to update my user written programs. > > The following example from the -hangroot- help file produces the same error: > > preserve > set seed 12345 > drop _all > set obs 500 > gen x = runiform() < .5 > gen y = -2 + 4*x + rnormal() > regress y x > margdistfit, hangroot(jitter(5)) > restore > > > Thank you for your help. > > Best, > Alan > > > On Mon, Mar 5, 2012 at 4:33 AM, Maarten Buis <maartenlbuis@gmail.com> wrote: >> On Mon, Mar 5, 2012 at 10:03 AM, Nick Cox wrote: >>> 1. Simulate several samples from a distribution with the same mean and >>> standard deviation (or more generally an appropriate mean and standard >>> deviation) and use the resulting portfolio of plots in assessing what >>> kind of variability is to be expected. >> >> An easy way to do so is to use the -margdistfit- package, which you >> can install by typing in Stata -ssc install margdistfit-. The default >> is actually to first sample the mean and the standard deviation from >> its sampling distribution and than sample a new variable with those >> sampled means and standard deviation. I suspect that this makes sense >> in most cases, though I also suspect that it won't matter much. If you >> want to do exactly what Nick proposes you can add the -noparsamp- >> option. >> >> Here is an example of what such a graph would look like: >> >> *-------- begin example ----------- >> sysuse auto, clear >> reg mpg >> margdistfit, qq name(qq) >> margdistfit, pp name(pp) >> margdistfit, hangroot name(hangr) >> margdistfit, cumul name(cumul) >> *--------- end example ------------ >> (For more on examples I sent to the Statalist see: >> http://www.maartenbuis.nl/example_faq ) >> >> Hope this helps, >> Maarten >> >> -------------------------- >> Maarten L. Buis >> Institut fuer Soziologie >> Universitaet Tuebingen >> Wilhelmstrasse 36 >> 72074 Tuebingen >> Germany >> >> >> http://www.maartenbuis.nl >> -------------------------- >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ -- -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/