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st: RE: Investigating distributional characteristics


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Investigating distributional characteristics
Date   Sun, 7 Aug 2005 18:51:07 +0100

The most obvious alternative is your 
cloning -gammafit- and -qgamma- and changing
them for this distribution. Giving the 
pdf, plotting the density is naturally easier. 

Nick 
[email protected] 

Naji Nassar
 
> I'm used to combine several commands in order to investigate 
> distributional characteristics
> Example for a continuous variable with Gamma or lognormal 
> distribution. 
> gammafit x
> generate gamdenx=gammaden(e(alpha),e(beta),0,x)
> qgamma x, gen(qgamx)
> sort x
> twoway (hist x) (line gamdenx x) (other densities) name(hist)
> twoway (scatter qgam1 x) (scatter other quantiles) name(quan)
> combine hist quan
> 
> I'd like to test other formal adhoc distributions, ie 
> truncated gamma (at 1)
> prob(x)=Fgamma(rate,x)/(1-Sgamma(rate,t<1))
> 
> Thanks for your help (fitting the truncated distribution, 
> estimating density & quantiles)

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