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st: RE: gini regression


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: gini regression
Date   Tue, 3 Nov 2009 20:24:11 -0000

I've thought about doing it, which is no help except that I would start
with -lmoments- from SSC which includes code relevant to the measure of
fit used here. My intention was to do the search in parameter space
using Mata. (My recollection is that there is no closed-form solution.) 

Nick 
n.j.cox@durham.ac.uk 

Richard Goldstein

After using Stata's various search commands and finding nothing, I turn
to the experts.  I am wondering whether anyone knows of a program for
estimating Gini regression (see Olkin, I and Yitzhaki, S (1992), "Gini
Regression Analysis", _International Statistical Review_, 60 (2):
185-196.


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