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st: negative variance after gb2fit


From   <S.Jenkins@lse.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: negative variance after gb2fit
Date   Tue, 3 Jul 2012 09:26:07 +0100

------------------------------

Date: Mon, 02 Jul 2012 13:11:17 +0200
From: Lucia Latino <Latino@economia.uniroma2.it>
Subject: st: negative variance after gb2fit

Dear statalist,

I tried to fit data on household food consumption to a generalized  
beta of second kind using 'gb2fit' command.

gb2fit dec, stats cdf(gb2cdf) pdf(gb2pdf) svy

I obtained a negative variance. How is it possible? What does it tell
me?

If it is useful, notice that the sample was drawn using a two-stage  
stratified sampling procedure which I took into account by svyset my  
data.
I hope you can help me.

Thank you very much

Lucia
=================

Without seeing exactly what you (or your do file) typed, and what the
result was (log file extract), it is impossible to comment in any detail
on this. Please do as the Statalist FAQ requests and provide this sort
of information when posting a question.

This is particularly relevant in this case because it is unclear whether
you really do mean the "variance" or some other statistic produced by
the program.

See also http://www.stata.com/meeting/2german/Jenkins.pdf, and slide 22
second bullet point in particular. Currently in -gb2fit-, each of the 4
GB2 parameters is not constrained to be positive and I've not found this
to be a problem in practice. There is a version of the program, called
-gb2lfit-, which is available on the Royal Statistical Society's website
in the materials associated with my 2011 article (with others) in
JRSS(A), which does constrain the parameters to be positive.


Stephen (-gb2fit- author)
-------------------------------------
Professor Stephen P. Jenkins <s.jenkins@lse.ac.uk>
Department of Social Policy 
London School of Economics and Political Science
Houghton Street, London WC2A 2AE, U.K.
Tel: +44 (0)20 7955 6527
Changing Fortunes: Income Mobility and Poverty Dynamics in Britain, OUP
2011, http://ukcatalogue.oup.com/product/9780199226436.do
Survival Analysis using Stata:
http://www.iser.essex.ac.uk/survival-analysis  
Downloadable papers and software: http://ideas.repec.org/e/pje7.html 



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