Re: st: On the joint frequency distribution

[Richard Goldstein <richgold@ix.netcom.com>]

Syed,

clearly I do not have access to your data;

I have no idea what literature you are referring to

I doubt the problem is due to labels

have you tried graphing your data to see what is going on?

Rich

On 11/29/13, 4:02 PM, Syed Basher wrote:
> Hi Richard, thank you for your prompt reply. The choice of 10 bins is
> purely arbitrary. It could be any value between 6-10 (as seen in the
> literature), or any other figure. Say, X is US stock return and Y is
> Japanese stock return, by calculating the joint distribution of (i,j)
> cells, we can understand the dependence structure of the two return
> series, whereby numbers in bin (1,1) represent the left tail while the
> numbers in bin (10,10) represent the right tail. I tried the syntax
> you suggested (without doing the re-labeling), the off-diagonal
> elements are zero. Is it because of not doing the re-labeling?
> 
> Syed
> 
> 
> On Fri, Nov 29, 2013 at 11:14 PM, Richard Goldstein
> <richgold@ix.netcom.com> wrote:
>> it is not at all clear why you want to do this, (do you have too many
>> distinct values for a cross-tab? why 10 groups?, etc.) but here is, I
>> think, a specific answer to your question:
>>
>> sort X
>> egen xcat=cut(X), group(10)
>> sort Y
>> egen ycat=cut(Y), group(10)
>> ta xcat ycat
>>
>> you might want to re-label the new variables
>>
>> Rich
>>
>> On 11/29/13, 2:45 PM, Syed Basher wrote:
>>> Dear Stata Users,
>>>
>>> I am using Stata 12.1. I have two series X and Y (2280 obs each). I
>>> want to compute the joint frequency distribution of the two variables
>>> (i.e., cross tabulation). First, I want to sort the variables in
>>> ascending order. Second, I would like to divide each series evenly
>>> into 10 bins. Finally, I want to get the joint frequency distribution
>>> of the two series for all combination of (i,j) cells (that is, the
>>> diagonal and off-diagonal elements). Problem is how can I do this in
>>> Stata. Your help, hint or suggestion is highly appreciated.
>>>
>>> Regards,
>>> Syed Basher
>>> Doha, Qatar
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/