Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: RE: Johnson's Distributions


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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index