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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: -pweibull- and -qweibull- revised on SSC |

Date |
Tue, 4 Nov 2003 09:49:02 -0000 |

Thanks to Kit Baum, the packages -pweibull- and -qweibull- have been revised on SSC. These programs provide diagnostic plots for comparison of the distribution of a single variable with a two-parameter Weibull distribution. . ssc inst pweibull . ssc inst qweibull will install in an up-to-date Stata with internet access. The option ", replace" will be necessary if you previously installed these packages. This follows my recent revision of -pexp- and -qexp-, announced on 31 October. In revising -pweibull- and -qweibull- from programs written in 1998, what was done was 0 To internalise the parameter estimation. (More on this below: a detail of interest way beyond this problem is the usefulness of -nlcom- for reparameterisation problems.) 1 To revise the graphics to Stata 8. 2 To support fweights and iweights. 3 To allow generation of variables to hold what was plotted. 4 To allow fitting of the whole distribution, but a graph showing only part of the data, e.g. one tail. (This last arose out of a suggestion on a different problem by Stephen Jenkins.) In addition, these programs allow specification of parameter values (scale and shape parameters) as well as fitting the distribution on the fly. As implied, -pweibull- and -qweibull- now require Stata 8. The original versions, now renamed -pweibull4- and -qweibull4-, remain in the package for any interested users of Stata 4 through 7. However, they are otherwise frozen as was and were not revised to incorporate 0 to 4 above. Nick n.j.cox@durham.ac.uk note on parameter estimation for Weibull distribution ===================================================== To plot against what we would expect if the distribution were Weibull, we need parameter values, usually estimated from the data. The Stata solution that has been possible for some time is to set up the problem as one for the official Stata command -weibull-, which will yield maximum likelihood estimates. Note that no covariates are involved in this problem, nor are any required by -weibull-. A small difficulty then often ensuing is that the parameterisation used by -weibull- is chosen, it seems, for its suitability for survival modelling. At least one other parameterisation is very common in the literature, even if, cosmetically, there is little agreement on the notation to be used. To convert from -weibull-'s parameterisation to this other one, a small wrapper program -wbull- is available on SSC, and it remains a solution for users of Stata 5 through 7. As of Stata 8, * -weibull- has gone undocumented, and users are directed instead to -streg-. This strikes me as a small step backwards, as you can be interested in Weibull distributions without (consciously) engaging in survival (or reliability) analysis. To use -streg- you have to set up your problem as a survival problem even if it isn't. This is a very minor matter, however, while -weibull- remains accessible. * -nlcom- offers a much better and more general way of reparameterising the problem, for which many thanks. Anyway, -pweibull- and -qweibull- for Stata 8 now internalise parameter estimation. You don't need to estimate parameters separately. Conversely, you could even use -pweibull- or -qweibull- just as a way of estimating Weibull parameters, and ignore the graph, although naturally I wouldn't advise doing that. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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