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

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

Subject |
RE: st: RE: Income distribution |

Date |
Thu, 4 Mar 2010 13:55:48 -0000 |

All the distributions named in these emails have computable CDFs ("analytic" is for theorists or calculus teachers). -qpfit- from SSC contains Q-Q and P-P plotting routines for several distributions used in income work. I agree with Stas' main point that discrimination between candidate distributions is tricky if the data arrive coarsely binned. It can be pretty difficult even with thousands of records! Nick n.j.cox@durham.ac.uk Stas Kolenikov No, this is the stuff to work with individual records. With grouped data, I don't think you'd be able to detect differences from a gamma or a log-normal distribution unless you have a couple dozen income categories... which in my experience does not happen; you are lucky if you have 10 or more; and I don't think it is fair to say that income data "typically" come in this form, many surveys have questions or modules on incomes and expenditures. I'd say, "write your own -ml- estimator", but most of these flexible distributions have only density functions available, while the cdfs do not have analytic expressions. On Wed, Mar 3, 2010 at 3:03 PM, Martin Weiss <martin.weiss1@gmx.de> wrote: > findit Singh-Maddala Sridhar Telidevara > Does anybody know whether stata has programs to estimate the > parameters of various distributions (like Singh-Maddala, beta-2, > lognormal etc.) if the income data are available in the grouped form. > Unit wise income data are not available. This is the case for > household income data, where typically only frequencies within > specified classes are available. The underlying distribution of the > continuous data is modeled by the above mentioned parametric models. * * 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/

**Follow-Ups**:**Re: st: RE: Income distribution***From:*Abdel Rahmen El Lahga <rahmen.lahga@gmail.com>

**References**:**st: Income distribution***From:*Sridhar Telidevara <sridhar.telidevara@gmail.com>

**Re: st: RE: Income distribution***From:*Stas Kolenikov <skolenik@gmail.com>

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