st: RE: new package margdistfit available on SSC

["Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>]

Maarten - Thank you! I have been doing this "by hand" for years! 

Al

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten Buis
Sent: Friday, November 18, 2011 3:48 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: new package margdistfit available on SSC

Thanks to Kit Baum a package, -margdistfit-, is now available from
SSC. -margdistfit- displays graphs that can help determine how well a
distributional assumption made in a parametric regression model fits
to the data. It does so by comparing the distribution of the dependent
variable with the marginal distribution implied by the model. To
install -margdistfit- type in Stata: -ssc install margdistfit-.

In parametric regression models a distribution is assumed for the
dependent variable, but its parameters, typically the mean,  is
allowed to change from observation to observation depending on the
values of the explantory variables. So the distribution of the
dependent variable implied by the model is a mixture of N
distributions, such that each component distribution has the
parameters of one of the observations. This is the called the marginal
distribution. If the distributional assumption is correct than this
marginal distribution should correspond with the distribution of the
dependent variable. -margdistfit- compares the two distribution with a
probabiltiy-probability plot (to investigate the middle of the
distribution) and a quantile-quantile plot (to investigate the tails).
It can also show the two cumulative density functions. Examples can
be found at <http://www.maartenbuis.nl/software/margdistfit.html>.

The current version of -margdistfit- can be used after -regress- and
-betafit-, the latter is available from SSC.

I hope some of you will find it useful,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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