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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: ksmirnov |

Date |
Tue, 21 Aug 2012 11:05:42 +0100 |

That's not a precise question. What's the precise generating process you have in mind? -search arch- , in either case. Nick On Tue, Aug 21, 2012 at 10:58 AM, Guessab Houda <houda.guessab@gre.generali.com> wrote: > Thank you very much nick. > > That will help me so much...i also need to ask another question. Do you know if we can estimate a student distribution in stata? Or do we have to use Maximum likelihood estimation to do that? > > Houda GUESSAB > > > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox > Sent: mardi 21 août 2012 11:50 > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: ksmirnov > > Sorry, but you have to think about this yourself based on your data > and your problem. One is a fit based on mean and SD and the other is > more robust being, less sensitive to outliers in the data. A perfect > fit would mean that the data follow the line exactly. There aren't > agreed guidelines for imperfect fit. > > You can get reference plots by simulating from t(8). As said earlier, > you may have difficulties as a side-effect of any dependence structure > in your data. > > Nick > > On Tue, Aug 21, 2012 at 10:40 AM, Guessab Houda > <houda.guessab@gre.generali.com> wrote: >> Nick >> >> From scatter mpg expected /// >> || function t_8 = `mean' + x * `sd' / sqrt(4/3), ra(exp) /// >> || function t_8_2 = `median' + x * `iqr' / (2 * invttail(8, 0.25)), ra(exp) >> >> I get two lines, which one I use and how can I interpret it then? I mean how can I say that the distribution is more or less similar to student with 8 degrees? >> >> >> >> Houda GUESSAB >> >> >> >> -----Original Message----- >> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox >> Sent: mardi 21 août 2012 11:27 >> To: statalist@hsphsun2.harvard.edu >> Subject: Re: st: ksmirnov >> >> When you say the qnormal function, I presume you mean the -qnorm- command. >> >> There is no one way to do it. With the normal distribution, most >> people regard matching means and SDs to be the way to do it, but there >> is a good case for fitting a more robust line. In the case of t with 8 >> d.f. (henceforth t(8)) the case is even stronger. By my calculation >> t(8) has SD = sqrt(8/6) = sqrt(4/3), but you could use the IQR or any >> other pair of quantiles. Similarly, although t(8) has mean, median and >> any other measure of level all 0, it is open for discussion how the >> data should be summarized. It may even be that 0 is a natural >> reference for whatever your data are. >> >> The straight lines come from manipulating >> >> (observed y - level for y) / (expected x - level for x) = (spread for >> y) / (spread for x) >> >> where in practice level for x is always 0. >> >> Example code: >> >> sysuse auto, clear >> egen rank = rank(mpg), unique >> su rank, meanonly >> gen expected = -invttail(8, (rank - 0.5) / `r(max)') >> su mpg, detail >> local mean = r(mean) >> local sd = r(sd) >> local median = r(p50) >> local iqr = r(p75) - r(p25) >> >> >> scatter mpg expected /// >> || function t_8 = `mean' + x * `sd' / sqrt(4/3), ra(exp) /// >> || function t_8_2 = `median' + x * `iqr' / (2 * invttail(8, 0.25)), ra(exp) >> >> >> On Tue, Aug 21, 2012 at 9:41 AM, Guessab Houda >> <houda.guessab@gre.generali.com> wrote: >>> OK you are right. Then I will use the program you sent me. >>> >>> sysuse auto, clear >>>>> egen rank = rank(mpg), unique >>>>> su mpg, meanonly >>>>> local N = r(N) >>>>> gen tquantile = -invttail(8, (rank - 0.5) / `N') >>>>> scatter mpg tquantile >>> >>> I just need to draw 45 degree reference line like the qnormal function does; can you help me with that? * * 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**:**Re: st: ksmirnov***From:*houda <houda.guessab@gre.generali.com>

**Re: st: ksmirnov***From:*houda <houda.guessab@gre.generali.com>

**Re: st: ksmirnov***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: ksmirnov***From:*Nick Cox <njcoxstata@gmail.com>

**RE: st: ksmirnov***From:*"Guessab Houda" <houda.guessab@gre.generali.com>

**Re: st: ksmirnov***From:*Nick Cox <njcoxstata@gmail.com>

**RE: st: ksmirnov***From:*"Guessab Houda" <houda.guessab@gre.generali.com>

**Re: st: ksmirnov***From:*Nick Cox <njcoxstata@gmail.com>

**RE: st: ksmirnov***From:*"Guessab Houda" <houda.guessab@gre.generali.com>

**Re: st: ksmirnov***From:*Nick Cox <njcoxstata@gmail.com>

**RE: st: ksmirnov***From:*"Guessab Houda" <houda.guessab@gre.generali.com>

**Re: st: ksmirnov***From:*Nick Cox <njcoxstata@gmail.com>

**RE: st: ksmirnov***From:*"Guessab Houda" <houda.guessab@gre.generali.com>

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