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re: Re: st: Automatic fit of distribution
From
"Ariel Linden. DrPH" <[email protected]>
To
<[email protected]>
Subject
re: Re: st: Automatic fit of distribution
Date
Thu, 11 Jul 2013 08:45:48 -0700
I completely agree with Nick and Maarten that the user should do the work
required to determine what type of distribution they are dealing with and go
from there. However, it seems to me that there could be a program that
"points the user in the right direction" after running a few simple
diagnostics. For example, there are several programs already available to
test for normality (ie., -sktest-, -swilk-, -ksmirnov-). It would be rather
straightforward to test for a Poisson distribution based on the variance =
mean. It would get harder as we go to other distributions, or fall between
choices...
So back to Nick and Maarten's comments...
Date: Wed, 10 Jul 2013 09:52:38 +0100
From: Nick Cox <[email protected]>
Subject: Re: st: Automatic fit of distribution
"able" is the key word here.
There are programs for other statistical software environments that
purport to do this, but so far Stata programmers have taken the line
that distribution fitting is best done by identifying possible
individual families of distribution and fitting them, using judgment
and experience.
I see no reason why equivalents of more general programs could not be
written in Stata, but I am not aware of one. I can think of several
reasons for being sceptical or suspicious of any program claiming to
do this.
Nick
[email protected]
On 10 July 2013 07:35, arni1990 <[email protected]> wrote:
> Hello, I'm a student from the University of Oldenburg, Germany. I'm
totally
> new to stata.
> My task is to find the best fit distribution of different data sets. Is
> stata able to do automatic distribution fitting?
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