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

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

Subject |
RE: st: RE: Johnson's Distributions |

Date |
Thu, 4 Dec 2003 18:19:38 -0000 |

Stephen's forgotten, or is too modest to allude to the fact, that he is co-author of the programs mentioned. They all allow frequency weights and would thus work with frequency distributions to the extent that it was acceptable to represent each bin, class or interval by its midpoint (or some other summary point, such as the geometric mean of the endpoints). The -intreg- approach is, however, clearly appealing in various ways. I think J.K. Lindsey has several texts based on the argument that the central problem (meaning, really, the central problem) in statistics is limited-dependent variable regression, including distribution fitting as one of several cases. This claim will seem either obvious or ridiculous, depending on what you do. Nick n.j.cox@durham.ac.uk Stephen P Jenkins > Nick Cox helpfully suggested that you look at his code for > ML estimation > of the parameters describing several distributions. > I note, however, that Dimitri referred to a "frequency > distribution", > which suggests that the data are in grouped (a.k.a. banded) form > (numbers of obs within intervals the boundaries of which > have specified > values). Nick's programs assume unit record data ('micro' > data; one row > for each obs). As far as I know, programs for fitting distributions > grouped data aren't available. (Analogous to -intreg-, however, I > suppose you could write down the probability of observation > within each > interval, where the probability is specified using the Johnson > distribution, and use -ml- to estimate the parameters.) > > > Stephen > ------------------------------------------------------------- > Professor Stephen P. Jenkins <stephenj@essex.ac.uk> > Institute for Social and Economic Research > University of Essex, Colchester CO4 3SQ, U.K. > Tel: +44 1206 873374. Fax: +44 1206 873151. > http://www.iser.essex.ac.uk > > > > -----Original Message----- > > From: owner-statalist@hsphsun2.harvard.edu > > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of > > D.Christodoulou > > Sent: 04 December 2003 17:54 > > To: statalist@hsphsun2.harvard.edu > > Subject: Re: st: RE: Johnson's Distributions > > > > > > 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. > > > > > > * > > > * 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/ > > > > -- > > --------------------------------------------- > > 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 > > --------------------------------------------- > > * > > * 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/ > > > > * > * 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/ * * 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/

**Follow-Ups**:**RE: st: RE: Johnson's Distributions***From:*absc11@bangor.ac.uk

**Re: st: RE: Johnson's Distributions***From:*"D.Christodoulou" <absc11@bangor.ac.uk>

**References**:**RE: st: RE: Johnson's Distributions***From:*"Stephen P Jenkins" <stephenj@essex.ac.uk>

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