Thanks Nick for your reply,
I will look for distribution-specific code as you suggested and try and
adjust it to my distribution. I already translated the distribution and the
result is a quite awkward curve (dichotomous on zero with finite limits)
and I have trouble in estimating it. Anyway, I will play around with
alternative distribution codes and see what happens.
many thanks,
Dimitris
Nick Cox wrote:
>
> Your question is in two parts. I don't know
> the jargon "hard-bound", but I guess you
> mean that the support is an interval with
> finite minimum and maximum. The answer
> to the first part presumably comes from
> a text on probability distributions.
>
> The question underlying the second part is
> is whether code is available. Unless private
> code is revealed, the ML problem can
> be solved more or less easily depending
> on how awkward the likelihood function is.
> But you might benefit from looking at code for other
> distributions on SSC and replacing the distribution-specific code.
> See for example -betafit-, -gammafit-, -gumbelfit-.
>
> I can't comment on GMM.
>
> Nick
> [email protected]
>
> D.Christodoulou
>
> > Is it possible to translate a hard-bound frequency
> > distribution into a
> > Johnson-Sb curve and estimate its shape parameters with
> > either GMM or MLE with STATA?
> > Any directions (to maybe other sources) and suggestions are
> > very welcome.
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
--
---------------------------------------------
Dimitris Christodoulou
Associate Researcher
School for Business and Regional Development
University of Wales, Bangor
Hen Coleg
LL57 2DG Bangor
UK
e-mail: [email protected]
---------------------------------------------
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
