Thanks to Kit Baum, the packages -pexp- and -qexp-
have been revised on SSC.
. ssc inst pexp
. ssc inst qexp
will install in an up-to-date Stata with internet
access.
The official Stata commands -pnorm-, -qnorm-, -pchi-
and -qchi-, on which see the help for -diagplots-,
provide context. Stata Corp implemented P-P plots
and Q-Q plots for variables against normal (Gaussian,
central) and chi-square distributions, and then
stopped. Naturally there are many other univariate
distributions of possible interest for P-P and
Q-Q plots, and a search will reveal user-written
commands for several others, including most of the
usual suspects.
In revising -pexp- and -qexp- from programs
written in 1998, what was done was
1 To revise the graphics to Stata 8. In fact, I
started from the code for -pnorm- and -qnorm-
and made changes from there.
2 To support weights, other than pweights.
3 To allow generation of variables to hold
what was plotted.
4 To allow fitting of the whole distribution,
but a graph showing only part of the data, e.g.
one tail. (This last arose out of a suggestion
on a different problem by Stephen Jenkins.)
5 To allow specification of a parameter value (the mean)
as well as fitting the distribution on the fly.
(In fact this was in the original version.)
As implied, -pexp- and -qexp- now require Stata 8.
The original versions, now renamed -pexp5- and
-qexp5-, remain in the package for any interested
users of Stata 5 through 7. However, they are
otherwise frozen as was and were not revised
to incorporate 1 to 4 above.
Nick
[email protected]
P.S. a design which raises the prospect of
qnorm
qchi
qexp
qthis
qthat
...
is in one clear sense poor: who wants so many
different commands for so many different distributions?
At some point, I suggest, we need a more general design
for all the common distributions together with
an easy way to bolt on distribution-specific code
for anything else. Perhaps Stata Corp will get
to this before a user-programmer, or vice versa.
*
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