I am seeking a collaborator to develop a new Stata command that implements CDF interpolation. In return, I can offer coauthorship on an associated paper.
The method, which has already been implemented in R, is described in this paper by me, David Hunter, and Kalie Drown:
https://www.sociologicalscience.com/articles-v4-26-641/
In brief, the method involves
(1) interpolating a monotone spline through approximately 10 points of an empirical cumulative distribution function (CDF). The spline is a smooth estimate of the true CDF.
(2) differentiating the CDF to estimate the probability density function (PDF).
(3) applying numeric integration to functions of the PDF and CDF to estimate summary statistics such as the mean, sd, and Gini.
(4) drawing values at random from the fitted PDF/CDF.
I've taken a first swipe at this, but had difficulties replicating known results in test data. Possibly the spline and numeric integration tools I was using in Stata weren't very good. Possibly I just didn't know what I was doing, or didn't try hard enough. Either way, I suspect there's someone on this list who can do a better job than I can.
If this sounds fun to you, please reply to this note or pm me using the contact form at https://paulvonhippel.com/contact/
Related Posts with Seeking collaborator for new command (splines, numeric integration)
average log size in panel dataHello, I have a random effects model with clustered errors and I would like to add the log size to …
Graphing a multilevel model with interaction effectHi all! I'm looking for suggestions on how to graph a multilevel model I'm working on. I'm working…
Dropping string observations starting with a numberHi. I have the following data and want to delete all observations where the Product starts with a nu…
Using the new table collect row percentages for multiple factor variablesHi all, I recently attended the webinar on customizable tables in Stata 17. One of the sample table…
Identifying partial name overlap in string variablesHi. I have two datasets with the variable “Product”, the name of different pharma drugs. I am trying…
Subscribe to:
Post Comments (Atom)
0 Response to Seeking collaborator for new command (splines, numeric integration)
Post a Comment