Re: st: Comparing two lognormal distributions

[Gordon Hughes <G.A.Hughes@ed.ac.uk>]

Nick was being a little too polite.  The regular lognormal 
distribution is not defined by any truncation parameter because it 
has a natural threshold at 0. -lognfit- will work well for fitting a 
full lognormal distribution in which the parameters (mean and 
variance) are functions of company type if that is what interests you.

If your data is truncated in some way, it will be very hard to 
establish that it is best fitted by a truncated lognormal rather than 
a truncated normal distribution.  Given the nature of your problem 
you might wish to consider whether frontier models using Stata 
commands -frontier- and -xtfrontier- might be more suitable for what 
you are trying to do, since these are inherently specified in terms 
of truncated distributions.

Gordon Hughes
g.a.hughes@ed.ac.uk

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