Chi-plot: Nonparametric Graphical Assessment of Dependence
chiplot yvarname xvarname [if exp] [in range] [, hilite(exp) ci(#) sample(%) graph_options]
chiplot is an experimental program implementing the nonparametric graphical assessment of dependence plot described by N. I. Fisher and P. Switzer (see: Graphical assessment of dependence: is a picture worth 100 tests? The American Statistician 55(3):233-9, 2001). Because this is offered as an experimental program only, no details about interpretation of the plots are given; please see the original article for guidance. Note that the matrix form of the plot is not implemented in this version of the program.
hilite(exp) allows a logical expression to be defined to highlight a subgroup of data in the plot. (This is an extension to the plot described by Fisher and Switzer.)
ci(#) sets p = # such that approximately 100p % of the (lambda, chi) pairs will fall between the plotted dashed horizontal control lines when X and Y are independently distributed (the null hypothesis). The only allowed values of # are .90, .95, and .99 (or, equivalently, 90, 95, and 99). The default is .95.
sample(%) allows a random subsample of the data to be selected for processing. The % given to sample() should be a value in the range: 0 < % < 100. If hilite() is specified, the highlighted and non-highlighted subsets will be sampled separatedly to (approximately) yield the specified percentage of each subgroup.
(Note that this option is offered because processing time for large samples is very long -- for example, exceeding 70 seconds on a 300MHz Pentium for a file of 8000 observations; this despite optimization of the code in version 0.0.2 that reduced the time to one-third that of version 0.0.1.)
graph_options are those of Stata's twoway graph. With the exception of saving(), options are applied equally to both the twoway scatterplot and the chiplot, so caution is warranted.
. chiplot mpg weight (chi-plot of mpg against weight) . chiplot mpg weight if foreign (same, but only foreign cars) . chiplot mpg weight, hilite(price<5000) (same, but inexpensive cars highlighted) . chiplot mpg weight, hilite(foreign) (same, but with foreign cars hilighted) . chiplot mpg weight, h(foreign) sam(50) (same, but a 50% sample of each group)
Thomas J. Steichen, RJRT, email@example.com
Fred Wolfe for exercising the program and pointing out some useful enhancements now incorporated in this, version 0.0.2; and
Nick Cox and Bill Gould for discussions that led indirectly to notable