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From |
Tashi Lama <ltashi32@hotmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: Slope of a univariate time series |

Date |
Sat, 9 Jun 2012 12:28:25 -0400 |

It is actually funny that you pointed out sen slope because i got an idea for my no 3 in my previous thread from this, which i found while doing some generic research on finding slope for univariate time series. So, it looks like censlope, if is a clone of senslope in stata, i don't see why i can't use that although i would be very careful to see if any assumptions made regarding the nature of dataset. Thanx so much. I have sth to start with and see how it goes. Sent from my iPad On Jun 9, 2012, at 11:13 AM, Muhammad Anees <anees@aneconomist.com> wrote: > Hello, > > Looking like the case for Sen's Slope which is a nonparametric > alternative for estimating a slope for a univariate time series. This > approach involves computing slopes for all the pairs of ordinal time > points and then using the median of these slopes as an estimate of the > overall slope. Sen's slope is insensitive to outliers and can be used > to detect if there is a trend in the data. > > (from Minitab: http://www.minitab.com/en-US/support/macros/default.aspx?action=code&id=88) > > and I suspect if Stata's -censlope- is an extended version of > -somersd-, which also calculates confidence intervals for the > Theil-Sen median slope. Parameter can do that job. > > Best > AneEs. > > > > On Sat, Jun 9, 2012 at 6:37 PM, Tashi Lama <ltashi32@hotmail.com> wrote: >> Three thoughts >> 1. I have never looked at any distribution as a measure to find slope or rate for that matter. I looked distribution more of finding probability, mean and deviation. How it generates slope is sth i need to go back and do some reading but i do see that the data spread in my dataset resembles that of a poisson. >> 2. I was actually thinking of running regression which will give me "beta" which is a slope mathematically. But i suspect that would be a overkill. Honestly, i don't even know i use regression although mathematically speaking it could. >> 3. May be i can find slope at each two consecutive data points and find median or mean. >> >> In any case, what is the most common way of finding slope or a decay rate in a univariate time series in stata? >> >> Thanx. >> >> >> >> On Jun 9, 2012, at 9:11 AM, Nick Cox <njcoxstata@gmail.com> wrote: >> >>> Yes, but Tashi's context implies that linear decline is not a good >>> model. I earlier recommended Poisson regression, for which see >>> -poisson-. >>> >>> Nick >>> >>> On Sat, Jun 9, 2012 at 2:00 PM, Muhammad Anees <anees@aneconomist.com> wrote: >>>> Do you mean d(x)/d(t)? >>>> Then I guess simple OLS will do that >>>> >>>> reg x t >>>> b is the slope then assuming above. >>> >>> On Sat, Jun 9, 2012 at 5:51 PM, Tashi Lama <ltashi32@hotmail.com> wrote: >>> >>>>> Is there a stata command or a module to find the slope of a univariate time series? >>> >>> * >>> * 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/ > > > > -- > > Best > --------------------------- > Muhammad Anees > Assistant Professor/Programme Coordinator > COMSATS Institute of Information Technology > Attock 43600, Pakistan > http://www.aneconomist.com > > * > * 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/

**References**:**st: Slope of a univariate time series***From:*Tashi Lama <ltashi32@hotmail.com>

**Re: st: Slope of a univariate time series***From:*Muhammad Anees <anees@aneconomist.com>

**Re: st: Slope of a univariate time series***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: Slope of a univariate time series***From:*Tashi Lama <ltashi32@hotmail.com>

**Re: st: Slope of a univariate time series***From:*Muhammad Anees <anees@aneconomist.com>

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