st: RE: Generalized Gamma

["Verkuilen, Jay" <JVerkuilen@gc.cuny.edu>]

Lori M. Ward wrote:

>>I am interested in estimating a two part generalized gamma model. My response 
variable is cost, and I hace several predictor variables.  I am interested in 
the two part generalized gamma distribution because I have been told about its 
incorporation of heterogeneity, and that STATA could automatically generate 
initial parameter estimates for such a model. Is anyone familiar with running such a model in STATA?<<

Same answer as we gave you to the previous question about something similar:

     -help streg-

-streg- will ordinarily assume you have censored data. If you don't have censored data, just make a variable that's the censoring indicator that never indicates a censored observation and it will drive on just fine. Whether the generalized gamma model is what you need, well that's a different question, but -streg- has a lot of other distributions suitable for a variable like cost. 



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