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From | "Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: Selection of distribution |
Date | Mon, 27 Aug 2012 16:17:13 -0500 |
Well, for the beta and gamma distributions, you can use -betafit- and -gammafit_ repsectively. Also, for the Weibull, log normal, inverse gaussian or other distributions supported by -streg-, you can use -streg- after -stset- (assuming all observations are "failures"). These all give maximum likelihood estimates of the parameters. Other methods are possible, e.g. method of moments, etc. Al Feiveson -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Paul Millar Sent: Monday, August 27, 2012 4:02 PM To: statalist@hsphsun2.harvard.edu Subject: st: Selection of distribution Dear Statalisters, Are there any commands that, given a variable with empirical values, will select the distribution which best fits those values? For the gamma distribution (for example) is there a program (user-written or otherwise) that will tell me which parameters of a density function will best fit the data? Any help would be appreciated... -- Paul - Paul Millar, Ph.D. School of Criminology and Criminal Justice Nipissing University North Bay, Ontario, Canada www.paulmillar.ca * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/