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| From | Sridhar Telidevara <sridhar.telidevara@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: RE: Income distribution |
| Date | Wed, 3 Mar 2010 21:41:35 -0500 |
I did write my own program in MATLAB but different starting values are giving me different estimates for the parameters for Singh-Maddala distribution. However, the estimates for the lognormal distribution are the same for various starting values. I have used minimum chisquare estimates as initial values for the lognormal distribution. BTW, there are 14 income categories in the data. Sridhar On Wed, Mar 3, 2010 at 4:46 PM, Stas Kolenikov <skolenik@gmail.com> wrote: > 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/ * * 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/