Dear Statalisters,
I am having difficulty interpreting the output of the -cusum- command.
My results are:
Variable | Obs Pr(1) CusumL zL Pr>zL
---------+----------------------------------------
ind_co~1 | 26270 0.3672 972.04 8.522 0.000
Variable | CusumQ zQ Pr>zQ
---------+----------------------------
ind_co~1 | 1092.41 8.727 0.000
This would suggest that I have both a significant linear z-score (zL)
and a significant quadratic z-score (zQ). How is it possible that there
can be both a significant linear relationship and a significant
quadratic relationship?
If I graph this output, the cumulative sum has a u-shape (< zero running
sum) in the first decile of the x-axis variable, then has an inverted
u-shape (> zero running sum) for the remainder of the distribution. If
looked at analogously to a density, it is highly left-skewed.
Any assistance on this would be appreciated.
Reza
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
