st: QMLE

["Lane, Scott D" <Scott.D.Lane@uth.tmc.edu>]

In 2003, Brown & Heathcoat published an QMLE method applicable to "ex-Gaussian" distributional analyses, which produces three parameters (mu, sigma, and tau, representing then mean of Gaussian, the sd of the Gaussian, and the mean and sd of the exponential, respectively).

In cognitive psychology, particularly in the domains of attention, reaction time, and eye tracking, this model has been very influential in analyzing the full distribution of reaction times, as the Tau parameter is often more informative and malleable to experimental manipulation than mu or sigma.  However, the original QMLE coding was written in Fortran, some updates have been homespun in Matlab, and there is a DOS-based .exe file floating around, but most of these are outdated.  Rather than recode in Matlab, Python, etc., including convergence and fit statistics, I am hoping this distributional analysis exists in some form (perhaps as an ado) in Stata — perhaps under a different name.  We have a large dataset of eye-tracking based reaction times to which we would like to apply this analysis, and we otherwise use Stata for most data analyses.

Thanks,
Scott Lane
UTHSC-Houston


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