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RE: st: RE: Income distribution

From   "Nick Cox" <>
To   <>
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! 


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
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

I'd say, "write your own -ml- estimator", but most of these flexible
distributions have only density functions available, while the cdfs do
have analytic expressions.

On Wed, Mar 3, 2010 at 3:03 PM, Martin Weiss <>

> 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.

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