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Re: st: RE: Selection of distribution


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Selection of distribution
Date   Tue, 28 Aug 2012 09:11:45 +0100

-betafit- and -gammafit- are from SSC. There are planty more such
commands on SSC for other distributions, including all of those named
by Alan.

Nick

On Mon, Aug 27, 2012 at 10:17 PM, Feiveson, Alan H. (JSC-SK311)
<alan.h.feiveson@nasa.gov> wrote:
> 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.

Paul Millar

> 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?

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