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st: RE: Selection of distribution


From   "Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Selection of distribution
Date   Mon, 27 Aug 2012 16:17:13 -0500

Well, for the beta and gamma distributions, you can use -betafit- and -gammafit_ repsectively. Also, for the Weibull, log normal,  inverse gaussian or other distributions supported by -streg-, you can use -streg- after -stset- (assuming all observations are "failures"). These all give maximum likelihood estimates of the parameters. Other methods are possible, e.g. method of moments, etc.

Al Feiveson

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Paul Millar
Sent: Monday, August 27, 2012 4:02 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Selection of distribution

Dear Statalisters,

Are there any commands that, given a variable with empirical values,
will select the distribution which best fits those values?  For the
gamma distribution (for example) is there a program (user-written or
otherwise) that will tell me which parameters of a density function
will best fit the data?

Any help would be appreciated...

-- Paul
- Paul Millar, Ph.D.
School of Criminology and Criminal Justice
Nipissing University
North Bay, Ontario, Canada
www.paulmillar.ca
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