[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
RE: st: RE: model for fractional data with panel data |

Date |
Tue, 6 Nov 2007 20:48:49 +0000 (GMT) |

--- Nick Cox <n.j.cox@durham.ac.uk> wrote: > Thanks for reminding me of -betafit-. Note that this does not entail > a transformation or link function. It is certainly capable of coping > with unimodal skewed distributions on (0,1). It can actually be bimodal. In the conventional parameterization if both alpha and beta are less than 1. In the alternative (regression like) parameterization this occurs if phi is less than 2. Maybe we should add a warning in cases where this occurs, as I think that this is often unexpected and maybe undesirable. I doubt however that occurs often in real data. You can see graphs of such bimodel beta distribution in the example below. You can play with various values by changing the locals alpha beta mu and/or phi. *----------------- begin example ---------------------- /*conventional parameterization*/ local alpha = .5 local beta = .5 twoway function y = betaden(`alpha', `beta', x) /*alternative parameterization*/ local phi = 1.5 local mu = .5 local constant = exp(lngamma(`mu'))/ /// exp(lngamma(`mu'*`phi'))*exp(lngamma((1-`mu')*`phi')) twoway function y = `constant'* /// x^(`mu'*`phi'-1)* /// (1-x)^((1-`mu')*`phi'-1) *-------------- end example -------------------------- (For more on how to use examples I sent to the Statalist, see http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html ) -- Maarten ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room Z434 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- ___________________________________________________________ Yahoo! Answers - Got a question? Someone out there knows the answer. Try it now. http://uk.answers.yahoo.com/ * * 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: model for fractional data with panel data***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**References**:**RE: st: RE: model for fractional data with panel data***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

- Prev by Date:
**st: Is there a new zanthro command for the new 2006 WHO growth referencestandards?** - Next by Date:
**st: details of how the impute command work** - Previous by thread:
**RE: st: RE: model for fractional data with panel data** - Next by thread:
**RE: st: RE: model for fractional data with panel data** - Index(es):

© Copyright 1996–2017 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |