ECDF and specific observations CD

[shoham ben rubi]

I have a list of observations (column retemptionPRS) which based on them I need to calculate the empirical cumulative distribution (ECDF). Now, I have a list of other observations (DIfFROMnav) which for each one I would like to know what is the Cumulative Distribution (based on the the ECDF that I calculated by the retemptionPRS examples). At the end I need to have a new variable that will include the results to the question - for a specific DIfFROMnav (in each line) what is the Cumulative Distribution. What is the best way to do it?

[Nick Cox]

I think this means that you want to know where values on one variable would fall in the distribution of another variable. This paper may help.


SJ-21-4 st0656 . . . . . . . . . . . Relative distribution analysis in Stata
(help reldist if installed) . . . . . . . . . . . . . . . . . B. Jann
Q4/21 SJ 21(4):885--951
discusses the method of relative distribution analysis and
implements various elements of the methodology

[shoham ben rubi]

thanks I couldn't find this paper. can you please help me with that?

[shoham ben rubi]

Hi I found it and review it quickly .I am not sure it can help me. I calculated the ECDF based on variable A. now I need the Y's of each observation in variable B. here I miss the command

[Maarten Buis]

It is a good idea to want to give us example data. However, we don't want that data as file we download. We don't know you, and downloading files from unknown persons on the internet is for many an unacceptable risk. Ransomware attacks are increasing. For example, a number of universities in Germany are now without internet, without internal network, lost all their work stored on network drives because of such attacks. Some people on this list work in more sensitive areas like hospitals, imagine the damage such an attack could do there. This has happened recently in Germany. Therefore we strongly prefer you use dataex to create such examples. See the FAQ (black bar near the top of this site) and help dataex. I took a calculated risk and downloaded your file and than typed dataex retemptionPRS , count(187) . I copied the result below:

* Example generated by -dataex-. For more info, type help dataex
clear
input float retemptionPRS
  -.41901335
  -.09092245
    5.436253
   -1.238135
    .1549885
   .26348716
    5.672412
  -.09833454
   .07935158
   1.6372274
   -.3401744
   1.7120917
   1.8223574
  .070273146
  -.04996895
    .4708686
    .9193526
   1.3930123
 -.028186714
    4.535467
  -.55593574
    .9487383
     1.75052
   -.1130538
   -.1537302
   1.2622715
    .7113628
   -1.847852
    .2729464
   2.5750854
     3.19417
  -.07739413
     1.51134
  -.11679547
   .10323116
   .16432546
           0
   .03900823
    .2836479
    .5768424
-.0003905106
   -8.649364
  -.03931253
   4.5436673
   -.3221847
  -1.0906746
   -1.229091
  -.10879515
   .24239317
   .09164272
    .8456338
  -.53323966
    .7048035
    .4811217
           0
  .017660663
   .10787205
   .18489885
  -.03830093
  -.12371234
    .1731578
    .3971805
   .11692655
   1.6798295
 -.013463285
   .08525685
   .14728342
   .12065248
  -2.4286864
  .019183116
   .10622967
  .070987955
    .3455819
  -.20673026
   .04419509
 -.012034387
   .25114122
           0
 -.016963098
   .08449313
  -.13313107
    .2107718
    .2284349
   -.8110631
  -.02735607
    .4404541
  -.00594631
    .6013533
   2.2734368
   1.1967243
   .09380972
  -.11699472
 -.016577253
    .1239567
  -.05916986
   1.6384976
    1.609568
    .6265364
   -.2310129
   -.7499086
    .8189748
   .01457395
   -.5117083
    .4491267
   1.7290666
   3.4903064
   .18356985
   .18266246
    .4134256
   -.5964106
   -.3624974
    .5857986
    .8050543
    .3662974
    .3452462
  -1.0777941
   -2.415268
  -1.4147263
    1.267439
  -1.6337912
    .3398682
           0
   -.3086951
   -1.740236
   -4.403449
    .3650402
    .3011987
    .1692113
    .1113906
    -.484669
    1.865126
  -.08307122
           0
   1.4511353
    1.432526
   -.3885272
     .298689
    .6662008
           0
  -.59170556
   -2.411903
  -.14284591
    .8032433
    4.896772
    1.446209
   -.7851094
  -.16358635
  -.56442213
   .53186464
  -.11346567
  -.05382926
  -.03413329
    .1709851
   .07816972
   -2.440471
   2.0794652
   .02999752
     -.11456
   .12339386
   .29452795
   -.2864788
   -.3937802
     .659335
  -.24081987
   -.5097167
   -.5331166
  -.11471998
    .4233168
  -1.6556057
   -.3897363
    .2330282
    .6373766
   -5.791305
   -1.366341
     .175669
           0
   .27403224
  -.15906122
   -.3124701
  -2.5928555
    .3459025
   -.2391005
  -1.0971327
  -.13938023
  -1.5217745
   -.4814376
    -.529372
end

After that you can create a new variable with ECDF using cumul retemptionPRS, gen(ECDF)

[shoham ben rubi]

Thanks and I received you comment about downlosind data. However, I managed to calculated the ECDF. based on retemptionPRS. My problem now is to find the Y-ies of DIfFROMnav observations based on the that ECDF. Do you know how to do it? Thanks in advance

DIfFROMnav retemptionPRS ECDF
-1.6921 -8.649364 .0053476
9.5644 -5.791305 .0106952
4.8584 -4.403449 .0160428
10.499 -2.592855 .0213904
7.4199 -2.440471 .026738
.7059 -2.428686 .0320856
4.1608 -2.415268 .0374332
6.0968 -2.411903 .0427807
-2.4176 -1.847852 .0481283
4.8071 -1.740236 .0534759
8.8445 -1.655606 .0588235
4.2912 -1.633791 .0641711
11.108 -1.521775 .0695187
4.2061 -1.414726 .0748663
10.063 -1.366341 .0802139
-10.377 -1.238135 .0855615
-1.1567 -1.229091 .0909091
10.886 -1.097133 .0962567
-1.2083 -1.090675 .1016043
4.1135 -1.077794 .1069519
1.1613 -.8110631 .1122995
6.7559 -.7851094 .1176471
2.8248 -.7499086 .1229947
3.7391 -.5964106 .1283422
5.7864 -.5917056 .1336898
6.8629 -.5644221 .1390374
-3.5268 -.5559357 .144385
-.60432 -.5332397 .1497326
8.3596 -.5331166 .1550802
11.743 -.529372 .1604278
3.2818 -.5117083 .1657754
8.2716 -.5097167 .171123
5.017 -.484669 .1764706
11.134 -.4814376 .1818182
-11.917 -.4190134 .1871658
7.9105 -.3937802 .1925134
8.9296 -.3897363 .197861
5.3647 -.3885272 .2032086
3.7579 -.3624974 .2085561
-6.4371 -.3401744 .2139037
-1.5581 -.3221847 .2192513
10.29 -.3124701 .2245989
4.803 -.3086951 .2299465
7.8335 -.2864788 .2352941
8.0985 -.2408199 .2406417
10.872 -.2391005 .2459893
2.7554 -.2310129 .2513369
.82044 -.2067303 .2566845
6.7981 -.1635863 .2620321
10.237 -.1590612 .2673797
-3.1059 -.1537302 .2727273
6.2795 -.1428459 .2780749
11.086 -.1393802 .2834225
.99354 -.1331311 .28877
.36035 -.1237123 .2941177
2.4745 -.1169947 .2994652
-2.1348 -.1167955 .3048128
8.3823 -.11472 .3101604
7.7034 -.11456 .315508
7.1662 -.1134657 .3208556
-3.2008 -.1130538 .3262032
-1.1516 -.1087952 .3315508
-7.4429 -.0983345 .3368984
-11.605 -.0909224 .342246
5.0686 -.0830712 .3475936
-2.2325 -.0773941 .3529412
2.5193 -.0591699 .3582888
7.2224 -.0538293 .3636364
-5.4231 -.049969 .368984
-1.6112 -.0393125 .3743316
.34733 -.0383009 .3796791
7.239 -.0341333 .3850267
-3.905 -.0281867 .3903743
1.6568 -.0273561 .3957219
.91188 -.0169631 .4010695
2.4862 -.0165773 .4064171
.54492 -.0134633 .4117647
.84175 -.0120344 .4171123
2.0075 -.0059463 .4224599
-1.7542 -.0003905 .4278075
10.181 0 .4652406
4.803 0 .4652406
.8444 0 .4652406
-1.9722 0 .4652406
5.134 0 .4652406
5.6683 0 .4652406
.28126 0 .4652406
3.222 .014574 .4705882
.28126 .0176607 .4759358
.77528 .0191831 .4812834
7.5603 .0299975 .486631
-1.9216 .0390082 .4919786
.83051 .0441951 .4973262
-6.1231 .0702731 .5026738
.79096 .070988 .5080214
7.3841 .0781697 .513369
-7.1991 .0793516 .5187166
.96636 .0844931 .5240642
.58254 .0852569 .5294118
-.88333 .0916427 .5347593
2.4068 .0938097 .540107
-2.0645 .1032312 .5454546
.77956 .1062297 .5508021
.32515 .107872 .5561497
5.0082 .1113906 .5614973
.48022 .1169266 .5668449
.69207 .1206525 .5721925
7.8041 .1233939 .5775401
2.5003 .1239567 .5828877
.61466 .1472834 .5882353
-10.349 .1549885 .5935829
-2.047 .1643255 .5989305
5.007 .1692113 .6042781
7.3359 .1709851 .6096257
.42758 .1731578 .6149732
10.181 .175669 .6203209
3.5994 .1826625 .6256685
3.5312 .1835698 .631016
.3349 .1848989 .6363636
1.0203 .2107718 .6417112
1.1356 .2284349 .6470588
8.9886 .2330282 .6524064
-1.1084 .2423932 .657754
.8444 .2511412 .6631016
-10.252 .2634872 .6684492
-2.3411 .2729464 .6737968
10.198 .2740322 .6791444
-1.8129 .2836479 .684492
7.8264 .2945279 .6898396
5.6667 .298689 .6951872
4.9536 .3011987 .7005348
4.478 .3398682 .7058824
4.0415 .3452462 .7112299
.79713 .3455819 .7165775
10.844 .3459025 .7219251
4.953 .3650402 .7272727
3.9725 .3662974 .7326203
.46962 .3971805 .7379679
3.6093 .4134256 .7433155
8.4118 .4233168 .7486631
1.9783 .4404541 .7540107
3.3083 .4491267 .7593583
-5.4066 .4708686 .7647059
-.12479 .4811217 .7700534
7.1296 .5318646 .7754011
-1.7888 .5768424 .7807487
3.7893 .5857986 .7860963
2.0933 .6013533 .7914438
2.6623 .6265364 .7967914
9.3548 .6373766 .802139
8.0016 .659335 .8074867
5.6683 .6662008 .8128342
-.48075 .7048035 .8181818
-2.6885 .7113628 .8235294
6.3341 .8032433 .828877
3.9205 .8050543 .8342246
2.9822 .8189748 .8395722
-.86467 .8456338 .8449198
-4.7169 .9193526 .8502674
-3.5023 .9487383 .855615
2.3774 1.196724 .8609626
-2.9655 1.262272 .8663102
4.2748 1.267439 .8716577
-3.95 1.393012 .8770053
5.3069 1.432526 .8823529
6.665 1.446209 .8877006
5.134 1.451135 .8930481
-2.2042 1.51134 .8983957
2.6384 1.609568 .9037433
-7.0235 1.637227 .9090909
2.5485 1.638498 .9144385
.5167 1.679829 .9197861
-6.3593 1.712092 .9251337
3.35 1.729067 .9304813
-3.4491 1.75052 .9358289
-6.3233 1.822357 .9411765
5.0655 1.865126 .9465241
7.4819 2.079465 .9518716
2.3562 2.273437 .9572192
-2.283 2.575085 .9625669
-2.236 3.19417 .9679145
3.4524 3.490306 .973262
-3.677 4.535467 .9786096
-1.5625 4.543667 .9839572
6.4192 4.896772 .9893048
-11.452 5.436253 .9946524
-7.4653 5.672412 1

[Maarten Buis]

I don't understand what you want to do. Can you clarify?

[shoham ben rubi]

Thanks for your reply Maarten.
At the end I want to find for each observation of the DIFFFROMNAV, value the percentage of cases which the redemptions are below that number. For example, for a DIFFFROM nav above 5.67 I will be protected for 100% of the cases of redemptions. For DIFfromNAV between 5.67- 5.43 I will be protected only for 99.4% and so on. I need to put for each DIFfromNAv the relevant percentage . I hope that I made it clearer. thanks again