Yes, but also be careful.
There are various three-parameter versions of the
gamma. Whether -streg- offers the version you
want, or even one compatible with it by an
easy reparameterisation, will not be clear
until you examine the details.
Also, I recollect -streg- has a built-in disposition to deal
with responses that are zero or positive only: do correct
me if I am wrong. That makes sense for
survival analysis, but some writers on gamma distributions
are quite happy to define them with different support.
Again, this might be a matter merely of reparameterisation,
or reexpression, but watch out.
>>> Jamie Griffin
-streg- with distribution gamma fits the extended generalized gamma
distribution.
[email protected]
is anyone aware of a Stata program allowing for estimating the
three parameters of the extended generalized Gamma distribution?
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