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       log:  C:\Documents and Settings\agailey\Desktop\hyp_mata\wealth_ahg.log
  log type:  text
 opened on:  18 Jun 2008, 11:21:43

. 
. set more off

. set mem 100m
(102400k)

. 
. use hatota black hispan male hsless college widowed using \\homer\homer_c\Retir
> e\ahg\age5055_hrs1992r_v9.dta , clear

. ghreg hatota black hispan male hsless college widowed

Maximizing concentrated likelihood: 
Iteration 0:  f(p) = -33556.558
Iteration 1:  f(p) = -33468.197
Iteration 2:  f(p) = -33411.339
Iteration 3:  f(p) =  -33132.03
Iteration 4:  f(p) = -33034.936
Iteration 5:  f(p) = -32972.793
Iteration 6:  f(p) = -32972.793
Iteration 7:  f(p) = -32972.793
Iteration 8:  f(p) = -32972.793
Iteration 9:  f(p) = -32972.793
Iteration 10:  f(p) = -32972.793
Iteration 11:  f(p) =   -32971.9
Iteration 12:  f(p) =   -32971.9
Iteration 13:  f(p) =   -32971.9
Iteration 14:  f(p) =   -32971.9
Iteration 15:  f(p) = -32971.887
Iteration 16:  f(p) = -32971.887
Iteration 17:  f(p) = -32971.887

Retrieving concentrated parameters: 

. 
. noi disp e(theta)
-.06943086

. noi disp e(omega)
1.0157633

. 
. predict yhat3, simu

. 
. 
. **Compare simulated and actual.**
. sum yhat3 hatota, detail

                    Simulated Value of Y
-------------------------------------------------------------
      Percentiles      Smallest
 1%    -20.21846      -215.9942
 5%    -3.581182      -169.6072
10%     4.197633      -128.3316       Obs                3736
25%     23.05633         -115.3       Sum of Wgt.        3736

50%     71.85464                      Mean           213.3504
                        Largest       Std. Dev.      569.4535
75%     198.6217       7076.893
90%     477.2984       7166.365       Variance       324277.3
95%      812.351        13452.2       Skewness       11.59034
99%     2155.613       14472.75       Kurtosis       218.2747

                      HH wlth in 1000s
-------------------------------------------------------------
      Percentiles      Smallest
 1%    -29.31735           -319
 5%          -.2           -319
10%         .916           -259       Obs                3736
25%        24.35           -259       Sum of Wgt.        3736

50%       80.545                      Mean           189.0553
                        Largest       Std. Dev.      443.4924
75%     188.0987           5785
90%        384.7           6202       Variance       196685.5
95%          650       7302.262       Skewness       8.214434
99%     2132.337           8624       Kurtosis       101.6456

. 
. label var yhat3 "Simulated Wealth"

. label var hatota "Wealth"

. 
. twoway (kdensity yhat3 if yhat3<500) (kdensity hatota if hatota<500), ti("Compa
> rison of Simulated and Actual Wealth") legend(on order(1 "Simulated Wealth" 2 "
> Wealth")
parentheses do not balance
r(198);

end of do-file

r(198);

. twoway (kdensity yhat3 if yhat3<500) (kdensity hatota if hatota<500), ti("Compa
> rison of Simulated and Actual Wealth") legend(on order(1 "Simulated Wealth" 2 "
> Wealth"))

. graph export simu_wealth.png, as(png) replace
(file simu_wealth.png written in PNG format)

. 
. 
. 
. 
. 
. keep hatota yhat3

. 
. 
. 
. gen id = _n

. 
. 
. 
. rename hatota w1

. 
. rename yhat3 w2

. 
. reshape long w, i(id) j(source)
(note: j = 1 2)

Data                               wide   ->   long
-----------------------------------------------------------------------------
Number of obs.                     3736   ->    7472
Number of variables                   3   ->       3
j variable (2 values)                     ->   source
xij variables:
                                  w1 w2   ->   w
-----------------------------------------------------------------------------

. 
. 
. 
. ksmirnov w, by(source)

Two-sample Kolmogorov-Smirnov test for equality of distribution functions

 Smaller group       D       P-value  Corrected
 ----------------------------------------------
 1:                  0.0388    0.004
 2:                 -0.0393    0.003
 Combined K-S:       0.0393    0.006      0.006

Note: ties exist in combined dataset;
      there are 5512 unique values out of 7472 observations.

. 
. 
. 
. log close
       log:  C:\Documents and Settings\agailey\Desktop\hyp_mata\wealth_ahg.log
  log type:  text
 closed on:  18 Jun 2008, 11:24:02
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