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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Plotting with cumuli and doing Kolmogorov-Smirnov |

Date |
Tue, 14 Aug 2012 10:04:40 +0100 |

-cumul- (not "cumuli") is an official command. -distplot- is a user-written command from the Stata Journal, as you are asked to explain. Morrison is correct. There is no -equal- option in -distplot- and it does not plot _exactly_ what -cumul, equal- calculates. But use the option -c(J J J)- (for three variables) and you have to work really hard to spot that. Let's think about the general problem of plotting a cumulative distribution function. If all values are distinct and the number of values n is reasonably large, then the cumulative probabilities run 1/n (1/n) 1, the smallest 1/n is almost 0 and it's immaterial in practice exactly how you plot those probabilities. But plotting conventions become more obvious with lots of ties or a very small sample size. If you plot the cumulative as -cumul, equal- calculates it, the lowest cumulative probability plotted is k/n where k is the frequency of the lowest value. This is perfectly logical but in practice leads to questions from learners or naive users on why the cumulative doesn't start at 0. All this is immaterial to -ksmirnov-, which does its own calculations. As Maarten hints, quite what you do for inference with three distributions is arguable. If there is a variant of Kolmogorov-Smirnov for three distributions, then it not supported by -ksmirnov-. Nick On Tue, Aug 14, 2012 at 8:25 AM, Maarten Buis <maartenlbuis@gmail.com> wrote: > On Tue, Aug 14, 2012 at 4:44 AM, Morrison Hodges wrote: >> I can plot with 'distplot', but this apparantly does not allow the 'equal' option. > > What do you want an -equal- option to do? > >> But I can't figure out how to use the K-S test, either before or after the plotting. > > You can compare two groups with -ksmirnov-. You can also look at -sts > test- for related approaches with more than 2 groups. > * * 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: Plotting with cumuli and doing Kolmogorov-Smirnov***From:*Morrison Hodges <hodge002@umn.edu>

**Re: st: Plotting with cumuli and doing Kolmogorov-Smirnov***From:*Maarten Buis <maartenlbuis@gmail.com>

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