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From |
"D.Christodoulou" <absc11@bangor.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Fri, 05 Dec 2003 11:58:41 +0000 |

I just want to thank both Nick and Stephen for their comments. Yes, indeed my data is groubed into finite-limit-intervals with known limit values. I will try both with -intreg- which seems indeed appealing, and through adjsuting alternative distribution codes and see how it goes. Following Nick's suggestion, I took a look in Lindsey's texts and I did find some helpful directions, thanks. Dimitris Nick Cox wrote: > > 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/ -- --------------------------------------------- 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/

**References**:**RE: st: RE: Johnson's Distributions***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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