Thanks to Kit Baum, various packages to do
with fitting two-parameter gamma distributions
have been added to or revised on SSC.
To clarify a possible source of confusion,
let me note that _none_ of these packages
has any connection with the official
Stata command -gamma-. -gamma- was added
in Stata 6.0. As of Stata 8.* it is now
undocumented, but still very present. It is
written for three-parameter gamma distributions,
especially as the basis of survival models.
gammafit (new package, written by Nicholas J. Cox
and Stephen P. Jenkins)
=======================
-gammafit- fits a two-parameter gamma distribution
with a shape parameter and a scale parameter,
optionally as dependent on covariates. Stata 8
is required.
Also included in this package is -gamma4-, which
also fits a two-parameter gamma distribution,
although to a single variable only. That may
be used in Stata 4 through 7.
(Note: -gamma4- was previously called -gamma-.
It predated official Stata's -gamma-, but
because of Stata's thoroughly sensible -adopath-
rules, only users of Stata 4 or Stata 5 could
both install it and run it without problem.
It seems high time to rename it, as is now
done. The SSC package -gamma- is simultaneously
abolished.)
pgamma (revised, author NJC)
============================
-pgamma- produces a probability plot compared with a
two-parameter gamma distribution with a shape parameter
and a scale parameter. Fitting is done quietly by -gammafit-,
which should be installed separately. These programs
all require Stata 8.
Also included is the previous version, now renamed
as -pgamma4-, which may be used in Stata 4 through 7.
Estimation may be performed using -gamma4-,
available as part of the -gammafit- package.
qgamma (revised, author NJC)
============================
-qgamma- plots the quantiles of a variable against
the quantiles of a two-parameter gamma distribution
with a shape parameter and a scale parameter.
Fitting is done quietly by -gammafit-, which should
be installed separately. These programs all require
Stata 8.
Also included is the previous version, now renamed
as -qgamma4-, which may be used in Stata 4 through 7.
Estimation may be performed using -gamma4-,
available as part of the -gammafit- package.
Nick
[email protected]
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
