Date: Tue, 17 Aug 2004 08:22:27 0300
ReplyTo: Hector Maletta <hmaletta@fibertel.com.ar>
Sender: "SPSSX(r) Discussion" <SPSSXL@LISTSERV.UGA.EDU>
From: Hector Maletta <hmaletta@fibertel.com.ar>
Subject: Re: Data
InReplyTo: <003301c4842e$72fef4d0$2101a8c0@ConFiRM3>
ContentType: text/plain; charset="iso88591"
Claudia:
Thanks for the clarification as to the structure of your data. To test for a
normal distribution of frequencies you must have an intervallevel variable,
whereas your variable (rating grade) is a categorical ordinal variable. The
categories have an intrinsic order, but no quantitative value. You may, of
course, assign the categories some set of arbitrary values, such as making
aaa=1, aa=2, a=3, bbb=4 and so on, but with your data you have no basis for
such transformation. Any other set of numeric values would be equally valid
(aaa=1, aa=8, a=9, bbb=19 and so on). Therefore, what you have is the
distribution of issuers over an ordinal variable with a number of ordered
qualitative categories without numeric value. This cannot have a normal (or
other) mathematical distribution because these distributions are defined for
a quantitative or intervallevel variable (such as income or age) and not
for categorical ordinal variables such as rating grade.
For a more impresionistic judgment SPSS may produce an histogram graph and
superimpose a normal distribution. This procedure assumes the categories are
equally spaced, which is not necessarily so, but may give you an idea. To
produce such a graph you may use the CHART menu, or the graph options in
FREQUENCIES, and later edit the chart to add the normal curve.
Hector
> Original Message
> From: Claudia Beinert [mailto:claudia.beinert@confirmmd.de]
> Sent: Tuesday, August 17, 2004 4:47 AM
> To: Hector Maletta
> Subject: Re: Data
>
>
> Hi Hector,
>
> (a) the Structure of my data is exactly as I wrote: All I
> have, are the values of the frequency distribution. Therefore
> I know, that 60 Issuers have the rating grade AAA, 200
> Issuers have AA...and so on. All the 2.000 Issuers with the
> Rating grades from AAA til C are one Column. Every new
> Column is a new year in my data file. My problem is a data
> problem: I actually need the data in that form (table 1),
> that SPss can test for a certain form of distribution:
>
> No.Issuer Rating grade
> 1 aaa
> 2 bb
> 3 c
> 4 aaa
> 5 a
> 6 aaa
> 8 aaa
> 9 bb
> 10 aaa
>
>
> But all I have is (table 2):
>
> Rating Grade Frequency
> aaa 5 Issuers
> a 1 Issuer
> bb 2 Issuer
> c 1 Issuer
>
>
> My question: is there a possibility, that spss can take the
> data as in table 2 to test for a distribution..or do i have
> to convert them at first, that they look like in table 1.
>
> (b) I chose KolSmirnow, because I want to test, if the
> freqency distribution for all Issuers over the rating grades
> are normally distributed. So the fixed value I am testing ist
> the normal distribution. If I already know that the
> distribution is normal, i can than take the onesamplettest
> to test for a fixed value, but that's not what I want.
>
> Thanks for your help
>
> Kind regards,
> Mit freundlichen Grüßen
>
> Claudia Beinert
> _______________________
> Leiterin Produktentwicklung
> ConFiRM GmbH
> Hegelstr. 18
> 39104 Magdeburg
>
> Tel. ++49(0) 391/ 254 9997
> Fax. ++49(0) 391/254 9999
>  Original Message 
> From: "Hector Maletta" <hmaletta@fibertel.com.ar>
> To: "'Claudia Beinert'" <claudia.beinert@confirmmd.de>
> Sent: Monday, August 16, 2004 5:47 PM
> Subject: RE: Data
>
>
> > Claudia,
> > Your message does not make clear (a) the structure of your
> data file
> > and
> (b)
> > what exactly you want to test.
> >
> > Regarding 1: You may have a data file with one variable for each of
> > the categories (i.e. one column for AAA, one column for AA, one for
> > BBB,
> etc.),
> > or you may have one single column for the category (with
> values AAA,
> > AA,
> A,
> > BBB, BB etc.) or you may have one column for the category cited as
> > "first" (AAA, AA, A), one column for the second (BBB, BB, B) and so
> > on.
> >
> > Regarding 2: what do you mean by "testing it with onesample
> > KolmogorovSmirnov"? Against which you'd test your data?
> You may want
> > to know whether the frequency for AAA is significantly
> different from
> > the frequency for BBB, and so on for every pair of categories (too
> > many
> pairs),
> > or you may want to test whether the observed frequencies as a whole
> > are different from the expected random frequencies (which should be
> > uniform
> for
> > all categories, I suppose), or what else?
> >
> > By the way, onesample tests indicate whether an observed
> measure (for
> > instance, an average for an interval variable) is significantly
> > different from a value arbitrarily fixed by the researcher (for
> > instance, whether
> the
> > average income in your sample is significantly different from
> > $20,000).
> This
> > arbitrary external value may come, for instance, from some other
> > research
> or
> > from national accounts or census data, or whatever you want
> to compare
> your
> > data with. From your question it is no0t clear why you should be
> > applying this kind of test.
> >
> > So you better clarify, to see whether somebody can help.
> >
> > Hector
> >
> > > Original Message
> > > From: SPSSX(r) Discussion [mailto:SPSSXL@LISTSERV.UGA.EDU] On
> > > Behalf Of Claudia Beinert
> > > Sent: Monday, August 16, 2004 12:31 PM
> > > To: SPSSXL@LISTSERV.UGA.EDU
> > > Subject: Data
> > >
> > >
> > > Hi,
> > >
> > > I would like to test a Frequency from the rating industry like
> > >
> > > AAA : 60 Issuers
> > > AA : 200 Issuer
> > > A : 800 Issuer
> > > BBB : 500 Issuer
> > > BB : 500 Issuer
> > > ... : an so on
> > >
> > >
> > > with OneSampleKolmog.SmirnovTest for Normal distribution.
> > >
> > > Is there in way in SPss (I am running version 11.0) to
> test the data
> > > given above without typing in each single issuer?
> > >
> > > Kind regards an Thanks for your help.
> > >
> > > Claudia Beinert
> > > _______________________
> > > Leiterin Produktentwicklung
> > > ConFiRM GmbH
> > > Hegelstr. 18
> > > 39104 Magdeburg
> > > Germany
> > >
> >
>
>
