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From | Stas Kolenikov <skolenik@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: RE: Income distribution |
Date | Wed, 3 Mar 2010 15:46:43 -0600 |
No, this is the stuff to work with individual records. With grouped data, I don't think you'd be able to detect differences from a gamma or a log-normal distribution unless you have a couple dozen income categories... which in my experience does not happen; you are lucky if you have 10 or more; and I don't think it is fair to say that income data "typically" come in this form, many surveys have questions or modules on incomes and expenditures. I'd say, "write your own -ml- estimator", but most of these flexible distributions have only density functions available, while the cdfs do not have analytic expressions. On Wed, Mar 3, 2010 at 3:03 PM, Martin Weiss <martin.weiss1@gmx.de> wrote: > > <> > > ******* > findit Singh-Maddala > ******* > > throws up promising links... > > HTH > Martin > > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Sridhar > Telidevara > Sent: Mittwoch, 3. März 2010 21:59 > To: statalist@hsphsun2.harvard.edu > Subject: st: Income distribution > > Does anybody know whether stata has programs to estimate the > parameters of various distributions (like Singh-Maddala, beta-2, > lognormal etc.) if the income data are available in the grouped form. > Unit wise income data are not available. This is the case for > household income data, where typically only frequencies within > specified classes are available. The underlying distribution of the > continuous data is modeled by the above mentioned parametric models. > > Thank you, > > Sridhar > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/