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st: R: negative variance after gb2fit
From
"Lucia R.Latino" <[email protected]>
To
<[email protected]>
Subject
st: R: negative variance after gb2fit
Date
Thu, 5 Jul 2012 10:39:10 +0200
Dear Stephen and Michal,
thanks so much for your help.
I fitted again my data using Michal's suggestion and now the variance is not
anymore negative.
Thanks!
Lucia
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di
[email protected]
Inviato: mercoledì 4 luglio 2012 11:58
A: [email protected]
Oggetto: st: negative variance after gb2fit
Many thanks to Michal Brzezinski for spotting this little bug. I'll send a
corrected version of -gb2fit- to Kit Baum to replace the existing one on SSC
Stephen
------------------------------
Date: Tue, 3 Jul 2012 23:41:34 +0200
From: Michal Brzezinski <[email protected]>
Subject: Re: st: negative variance after gb2fit
I think that there is a typo in gb2fit in calculating variance for the
fitted model.
Lines 236-239 of gb2fit are:
eret scalar var = `b'*`b'*exp(lngamma(1+2/`a')) ///
*exp(lngamma(`q'-2/`a'))
///
/(
exp(lngamma(`p'))*exp(lngamma(`q')) ) ///
- (`e(mean)'*`e(mean)')
"1" in the first line should be replaced with "p", so that the correct
expression for variance is:
eret scalar var =
`b'*`b'*exp(lngamma(`p'+2/`a')) ///
*exp(lngamma(`q'-2/`a'))
///
/(
exp(lngamma(`p'))*exp(lngamma(`q')) ) ///
- (`e(mean)'*`e(mean)')
I hope that this helps with your problem.
Michal Brzezinski
-------------------------------------
Professor Stephen P. Jenkins <[email protected]> Department of Social
Policy London School of Economics and Political Science Houghton Street,
London WC2A 2AE, U.K.
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