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From |
Nick Cox <[email protected]> |

To |
"'[email protected]'" <[email protected]> |

Subject |
RE: st: qnorm |

Date |
Mon, 5 Mar 2012 15:23:52 +0000 |

The approach in Maarten's program is to generate a number of random samples and show the lot as replicates. Here as an alternative is some example code for individual 95% confidence intervals for each plotted point. -qplot- used at the end is from SJ. The code isn't smart about missing values, but it could easily be made smarter. I also guess the code could be shortened in the middle. sysuse auto, clear mata y = sort(st_data(., "mpg"), 1) mean = mean(y) sd = sqrt(variance(y)) n = rows(y) compare = J(n, 0, .) for (j = 1; j <= 100; j++) { compare = compare, sort(rnormal(n, 1, mean, sd), 1) } envelope = J(n, 2, .) for (i = 1; i <= n; i++) { x = sort(compare[i,]', 1) envelope[i,] = ((x[2] + x[3])/2, (x[97] + x[98])/2) } names = tokens("_lower _upper") (void) st_addvar("float", names) st_store(., names, envelope) end qplot mpg _lower _upper, ms(O i i) c(. J J) legend(off) ytitle("`: var label mpg'") Nick [email protected] Maarten Buis 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/

**Follow-Ups**:**RE: st: qnorm***From:*Nick Cox <[email protected]>

**RE: st: qnorm***From:*amir gahremanpour <[email protected]>

**References**:**st: qnorm***From:*amir gahremanpour <[email protected]>

**Re: st: qnorm***From:*Nick Cox <[email protected]>

**RE: st: qnorm***From:*amir gahremanpour <[email protected]>

**Re: st: qnorm***From:*Nick Cox <[email protected]>

**Re: st: qnorm***From:*Maarten Buis <[email protected]>

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