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    Introduction To Descriptive Statistics

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    Hector
    This document introduces key concepts in descriptive statistics including measures of center (mean, median, mode), spread (variance, standard deviation, range), and shape (skewness, kurtosis). It discusses the differences between population and sample notation, defines formulas for calculating the mean, variance, and standard deviation, and provides examples of normal, skewed, and kurtotic distributions. Finally, it demonstrates how to generate histograms, box plots, and other graphs in Stata to visualize univariate data.

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    Introduction To Descriptive Statistics

    Uploaded by

    Hector
    41 views35 pages
    This document introduces key concepts in descriptive statistics including measures of center (mean, median, mode), spread (variance, standard deviation, range), and shape (skewness, kurtosis). It discusses the differences between population and sample notation, defines formulas for calculating the mean, variance, and standard deviation, and provides examples of normal, skewed, and kurtotic distributions. Finally, it demonstrates how to generate histograms, box plots, and other graphs in Stata to visualize univariate data.

    Original Description:

    Descriptive statistics

    Original Title

    02descriptive Stats 2011

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    This document introduces key concepts in descriptive statistics including measures of center (mean, median, mode), spread (variance, standard deviation, range), and shape (skewness, kurtosis). It discusses the differences between population and sample notation, defines formulas for calculating the mean, variance, and standard deviation, and provides examples of normal, skewed, and kurtotic distributions. Finally, it demonstrates how to generate histograms, box plots, and other graphs in Stata to visualize univariate data.

    Copyright:

    © All Rights Reserved
    Download as PPT, PDF, TXT or read online from Scribd
    Download as ppt, pdf, or txt
    41 views35 pages

    Introduction To Descriptive Statistics

    Uploaded by

    Hector
    This document introduces key concepts in descriptive statistics including measures of center (mean, median, mode), spread (variance, standard deviation, range), and shape (skewness, kurtosis). It discusses the differences between population and sample notation, defines formulas for calculating the mean, variance, and standard deviation, and provides examples of normal, skewed, and kurtotic distributions. Finally, it demonstrates how to generate histograms, box plots, and other graphs in Stata to visualize univariate data.

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    Introduction to

    Descriptive
    Statistics
    17.871

    Key measures
    Describing data
    Moment

    Non-mean based
    measure

    Center
    Spread

    Mean

    Mode, median

    Skew
    Peaked

    Skewness

    --

    Kurtosis

    --

    Variance

    Range,
    (standard deviation) Interquartile range

    Key distinction
    Population vs. Sample Notation

    Population
    Greeks
    , ,

    vs. Sample
    Romans
    s, b

    Mean

    x
    i
    i 1

    Variance, Standard Deviation


    ( xi )
    2
    ,

    n
    i 1
    2

    ( xi )

    n
    i 1
    n

    Variance, S.D. of a Sample


    ( xi )
    2
    s ,

    n 1
    i 1
    2

    Degrees of freedom

    ( xi )
    s

    n 1
    i 1
    n

    Binary data
    X prob ( X ) 1 proportion of time x 1
    s x (1 x ) s x x (1 x )
    2
    x

    Normal distribution example

    Frequency

    Value

    1
    ( x ) / 2 2
    f ( x)
    e
    2

    IQ
    SAT
    Height
    No skew
    Zero skew
    Symmetrical
    Mean = median = mode

    Skewness
    Asymmetrical distribution

    Frequency

    Value

    Income
    Contribution to
    candidates
    Populations of
    countries
    Residual vote rates
    Positive skew
    Right skew

    Skewness
    Asymmetrical distribution
    Frequency

    GPA of MIT students

    Negative skew
    Left skew

    Value

    Skewness
    Frequency

    Value

    Kurtosis
    k>3

    leptokurtic

    Frequency

    k=3

    k<3

    Value

    mesokurtic

    platykurtic

    Normal distribution

    1
    ( x ) / 2 2
    f ( x)
    e
    2

    Skewness = 0
    Kurtosis = 3

    More words about the normal curve

    The z-score
    or the

    standardized score

    x x
    x

    Commands in STATA for


    univariate statistics
    summarize varname
    summarize varname, detail
    histogram varname, bin() start() width()
    density/fraction/frequency normal
    graph box varnames
    tabulate [NB: compare to table]

    Example of Sophomore Test


    Scores

    High School and Beyond, 1980: A Longitudinal


    Survey of Students in the United States (ICPSR
    Study 7896)

    totalscore = % of questions answered correctly


    minus penalty for guessing
    recodedtype = (1=public school, 2=religious
    private, 3 = non-sectarian private)

    Explore totalscore some more


    .tablerecodedtype,c(meantotalscore)

    recodedty|
    pe|mean(totals~e)
    +
    1|.3729735
    2|.4475548
    3|.589883

    1.5
    Density
    1
    .5
    0

    .histtotalscore

    Graph totalscore

    -.5

    totalscore

    .5

    Divide into bins so that each bar


    represents 1% correct
    hist totalscore,width(.01)

    (bin=124, start=-.24209334, width=.01)

    .5

    Density
    1

    1.5

    -.5

    totalscore

    .5

    Add ticks at each 10% mark

    .5

    Density
    1

    1.5

    histogramtotalscore,width(.01)xlabel(.2(.1)1)
    (bin=124,start=.24209334,width=.01)

    -.2

    -.1

    .1

    .2

    .3
    .4
    .5
    totalscore

    .6

    .7

    .8

    .9

    Superimpose the normal curve


    (with the same mean and s.d. as the empirical distribution)
    .histogramtotalscore,width(.01)xlabel(.2(.1)1)
    normal

    .5

    Density
    1

    1.5

    (bin=124,start=.24209334,width=.01)

    -.2

    -.1

    .1

    .2

    .3
    .4
    .5
    totalscore

    .6

    .7

    .8

    .9

    Histograms by category
    .histogramtotalscore,width(.01)xlabel(.2(.1)1)by(recodedtype)
    (bin=124,start=.24209334,width=.01)

    Public

    Religious private

    Density

    -.2 -.1 0 .1 .2 .3 .4 .5 .6 .7 .8 .9 1

    Nonsectarian private

    -.2 -.1 0 .1 .2 .3 .4 .5 .6 .7 .8 .9 1

    totalscore
    Graphs by recodedtype

    Main issues with histograms


    Proper level of aggregation
    Non-regular data categories

    A note about histograms with


    unnatural categories
    From the Current Population Survey (2000), Voter and Registration Survey
    How long (have you/has name) lived at this address?
    -9
    -3
    -2
    -1
    1
    2
    3
    4
    5
    6

    No Response
    Refused
    Don't know
    Not in universe
    Less than 1 month
    1-6 months
    7-11 months
    1-2 years
    3-4 years
    5 years or longer

    Solution, Step 1
    Map artificial category onto
    natural
    midpoint
    -9 No Response missing
    -3
    -2
    -1
    1
    2
    3
    4
    5
    6

    Refused missing
    Don't know missing
    Not in universe missing
    Less than 1 month 1/24 = 0.042
    1-6 months 3.5/12 = 0.29
    7-11 months 9/12 = 0.75
    1-2 years 1.5
    3-4 years 3.5
    5 years or longer 10 (arbitrary)

    Graph of recoded data


    histogramlongevity,fraction

    Fraction

    .557134

    0
    0

    5
    longevity

    10

    Density plot of data


    Total area of last bar = .557
    Width of bar = 11 (arbitrary)
    Solve for: a = w h (or)
    .557 = 11h => h = .051

    0
    0

    5
    6
    longevity

    10

    15

    Density plot template


    Category
    < 1 mo.

    Fraction
    .0156

    X-min
    0

    X-max
    1/12

    X-length
    .082

    Height
    (density)
    .19*

    1-6 mo.

    .0909

    1/12

    .417

    .22

    7-11 mo.

    .0430

    .500

    .09

    1-2 yr.

    .1529

    .15

    3-4 yr.

    .1404

    .07

    5+ yr.

    .5571

    15

    11

    .05

    * = .0156/.082

    Draw the previous graph with a box


    plot
    1

    .graphboxtotalscore

    .5
    0
    -.5

    Upper quartile
    Median
    Lower quartile

    1.5 x IQR

    Inter-quartile
    range

    Draw the box plots for the different


    types of schools
    .graphboxtotalscore,by(recodedtype)

    -.5

    .5

    -.5

    .5

    Graphs by recodedtype

    Draw the box plots for the different


    types of schools using over option

    -.5

    .5

    graphboxtotalscore,over(recodedtype)

    Three words about pie charts:


    dont use them

    So, whats wrong with them


    For non-time series data, hard to get a
    comparison among groups; the eye is very
    bad in judging relative size of circle slices
    For time series, data, hard to grasp crosstime comparisons

    Some words about graphical


    presentation

    Aspects of graphical integrity (following


    Edward Tufte, Visual Display of
    Quantitative Information)
    Main

    point should be readily apparent


    Show as much data as possible
    Write clear labels on the graph
    Show data variation, not design variation

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