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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: new package margdistfit available on SSC |

Date |
Fri, 18 Nov 2011 10:48:15 +0100 |

Thanks to Kit Baum a package, -margdistfit-, is now available from SSC. -margdistfit- displays graphs that can help determine how well a distributional assumption made in a parametric regression model fits to the data. It does so by comparing the distribution of the dependent variable with the marginal distribution implied by the model. To install -margdistfit- type in Stata: -ssc install margdistfit-. In parametric regression models a distribution is assumed for the dependent variable, but its parameters, typically the mean, is allowed to change from observation to observation depending on the values of the explantory variables. So the distribution of the dependent variable implied by the model is a mixture of N distributions, such that each component distribution has the parameters of one of the observations. This is the called the marginal distribution. If the distributional assumption is correct than this marginal distribution should correspond with the distribution of the dependent variable. -margdistfit- compares the two distribution with a probabiltiy-probability plot (to investigate the middle of the distribution) and a quantile-quantile plot (to investigate the tails). It can also show the two cumulative density functions. Examples can be found at <http://www.maartenbuis.nl/software/margdistfit.html>. The current version of -margdistfit- can be used after -regress- and -betafit-, the latter is available from SSC. I hope some of you will find it useful, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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**:**st: RE: new package margdistfit available on SSC***From:*"Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>

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