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Re: st: RE: Johnson's Distributions


From   "D.Christodoulou" <absc11@bangor.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Johnson's Distributions
Date   Thu, 04 Dec 2003 17:53:44 +0000

Thanks Nick for your reply, 
I will look for distribution-specific code as you suggested and try and
adjust it to my distribution. I already translated the distribution and the
result is a quite awkward curve (dichotomous on zero with finite limits)
and I have trouble in estimating it. Anyway, I will play around with
alternative distribution codes and see what happens.
many thanks,
Dimitris


Nick Cox wrote:
> 
> Your question is in two parts. I don't know
> the jargon "hard-bound", but I guess you
> mean that the support is an interval with
> finite minimum and maximum. The answer
> to the first part presumably comes from
> a text on probability distributions.
> 
> The question underlying the second part is
> is whether code is available. Unless private
> code is revealed, the ML problem can
> be solved more or less easily depending
> on how awkward the likelihood function is.
> But you might benefit from looking at code for other
> distributions on SSC and replacing the distribution-specific code.
> See for example -betafit-, -gammafit-, -gumbelfit-.
> 
> I can't comment on GMM.
> 
> Nick
> n.j.cox@durham.ac.uk
> 
> D.Christodoulou
> 
> > Is it possible to translate a hard-bound frequency
> > distribution into a
> > Johnson-Sb curve and estimate its shape parameters with
> > either GMM or MLE with STATA?
> > Any directions (to maybe other sources) and suggestions are
> > very welcome.
> 
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-- 
---------------------------------------------
Dimitris Christodoulou
Associate Researcher
School for Business and Regional Development
University of Wales, Bangor
Hen Coleg
LL57 2DG Bangor
UK
e-mail: absc11@bangor.ac.uk
---------------------------------------------
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