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Re: st: Fit chi2 as in gammafit


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fit chi2 as in gammafit
Date   Tue, 30 Aug 2011 21:53:07 +0200

Acutually you can use -gammafit- to estimate a chi square distribution
by constraining [beta]_b[_cons] to be 2. The estimated degrees of
freedom are than 2*[alpha]_b[_cons]:

*------------ begin example -------------
drop _all
set obs  100
gen chi2 = rchi2(3)
constraint 1 [beta]_b[_cons]=2
gammafit chi2, constraint(1)

// display estimated degrees of freedom:
lincom [alpha]_b[_cons]*2
*------------- end example ---------------
(For more on examples I sent to the Statalist see:
http://www.maartenbuis.nl/example_faq )

Hope this helps,
Maarten

On Tue, Aug 30, 2011 at 8:43 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> -gammafit- (SSC) is also to be attributed to Stephen Jenkins.
>
> I think the short answer is that nothing is canned and public, but
> existing code like -gammafit- would get you most of the way. Fitting a
> more general distribution has the merit that it tells you something of
> what ways the distribution departs from the specific case.
>
> See also official -pchi- and -qchi-.
>
> Nick
>
> On Tue, Aug 30, 2011 at 7:30 PM, Laurie Molina <molinalaurie@gmail.com> wrote:
>> Hi,
>> I would like to fit a chi2 probability distribution to my data, in the
>> same way as the gammafit command (by Nick Cox) does it.
>> Is there any way to perform such a task?
>>
>> Thank you all in advance,
>>
>> LM
>> *
>> *   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/
>>
>
> *
> *   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/
>



-- 
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------

*
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