[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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

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

Subject |
st: RE: Estimating Power law distributions |

Date |
Mon, 27 Apr 2009 11:31:05 +0100 |

You have at least three main choices: 1. Translate this into a probability density function and estimate using your method of choice, say maximum likelihood. 2. Use -cumul- to calculate the distribution function and thus the complement explicit here. Then estimate the parameters e.g. by least squares after transformation. 3. Use graphs. See for example detailed comments on power laws within SJ-5-3 gr0018 . . . . . . . . . . Speaking Stata: The protean quantile plot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox Q3/05 SJ 5(3):442--460 (see gr41_3 and gr42_3 for commands) discusses quantile and distribution plots as used in the analysis of species abundance data in ecology Incidentally, none of these methods requires any kind of normalisation. Nick n.j.cox@durham.ac.uk Emanuele Canegrati, Ph.D. I have to check if the cumulative distribution of a series, say Sj, is consistent with a power law, say Prob{S>x} distas x*exp(-aSj). I should normalize my series by transforming it to zero mean and unit s.d. Then I should evaluate the value for the exponent aSj. Do you know how to do it? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Estimating Power law distributions***From:*emanuele canegrati <emanuele.canegrati@hotmail.it>

- Prev by Date:
**st: Re; Repeated Measures Anova** - Next by Date:
**st: Root Mean Square Error and Pseudo R square....Please Help** - Previous by thread:
**st: Estimating Power law distributions** - Next by thread:
**st: Re; Repeated Measures Anova** - Index(es):

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