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From | "Lane, Scott D" <Scott.D.Lane@uth.tmc.edu> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: QMLE |
Date | Tue, 19 Mar 2013 14:53:17 -0500 |
Apologies, ref is Brown, S., & Heathcote, A. (2003). QMLE: Fast, robust and efficient estimation of distribution functions based on quantiles. Behaviour Research Methods, Instruments & Computers, 35, 485-492. I will search for Jenkins via SSC. While I have coded in 5-6 languages, Stata is not (yet) one of them. Thanks for the help. Scott Lane On 3/19/13 2:35 PM, "Nick Cox" <njcoxstata@gmail.com> wrote: >Please give full references, not just name (date) references. This >request is often repeated in Statalist. > >In principle, you can write your own program to fit such a >distribution by maximum likelihood estimation, or any other method >that takes your fancy. > >In practice, you could search for any distribution fitting program >written by Stephen Jenkins and posted on SSC; and then then clone it. > >If you've not done any or much Stata programming that would be harder >than if you have. > >Nick > >On Tue, Mar 19, 2013 at 6:56 PM, Lane, Scott D <Scott.D.Lane@uth.tmc.edu> >wrote: >> 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DOS-based .exe file floating around, but most of these are outdated.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. > >* >* For searches and help try: >* http://www.stata.com/help.cgi?search >* http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/