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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Fit chi2 as in gammafit |

Date |
Tue, 30 Aug 2011 21:19:09 +0100 |

Ho hum. A conservative might want the free parameter to be integer-valued. Nick On Tue, Aug 30, 2011 at 9:11 PM, Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> wrote: > You could do this pretty easily using -ml-, allowing additionally the > possibility of including covariates to parameterise the mean > (exponential) of the distribution. > > /*******************************************/ > // chi2 regression > webuse dollhill3, clear > poisson deaths smokes i.agecat > > cap prog drop chi2reg > program chi2reg > version 11 > args lnf theta > qui replace `lnf' = -0.5*exp(`theta')*log(2) /// > -lngamma(exp(`theta')/2) + /// > (exp(`theta')/2 - 1)*log($ML_y1) /// > -$ML_y1/2 > end > > ml model lf chi2reg (deaths = smokes i.agecat) > ml maximize > /*******************************************/ > > T > > > On Tue, Aug 30, 2011 at 12:53 PM, Maarten Buis <maartenlbuis@gmail.com> wrote: >> Acutually you can use -gammafit- to estimate a chi square distribution >> by constraining [beta]_b[_cons] to be 2. The estimated degrees of >> freedom are than 2*[alpha]_b[_cons]: >> >> *------------ begin example ------------- >> drop _all >> set obs 100 >> gen chi2 = rchi2(3) >> constraint 1 [beta]_b[_cons]=2 >> gammafit chi2, constraint(1) >> >> // display estimated degrees of freedom: >> lincom [alpha]_b[_cons]*2 >> *------------- end example --------------- >> (For more on examples I sent to the Statalist see: >> http://www.maartenbuis.nl/example_faq ) >> >> Hope this helps, >> Maarten >> >> On Tue, Aug 30, 2011 at 8:43 PM, Nick Cox <njcoxstata@gmail.com> wrote: >>> -gammafit- (SSC) is also to be attributed to Stephen Jenkins. >>> >>> I think the short answer is that nothing is canned and public, but >>> existing code like -gammafit- would get you most of the way. Fitting a >>> more general distribution has the merit that it tells you something of >>> what ways the distribution departs from the specific case. >>> >>> See also official -pchi- and -qchi-. >>> >>> Nick >>> >>> On Tue, Aug 30, 2011 at 7:30 PM, Laurie Molina <molinalaurie@gmail.com> wrote: >>>> Hi, >>>> I would like to fit a chi2 probability distribution to my data, in the >>>> same way as the gammafit command (by Nick Cox) does it. >>>> Is there any way to perform such a task? >>>> * * 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/

**Follow-Ups**:**Re: st: Fit chi2 as in gammafit***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: Fit chi2 as in gammafit***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

**References**:**st: Fit chi2 as in gammafit***From:*Laurie Molina <molinalaurie@gmail.com>

**Re: st: Fit chi2 as in gammafit***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: Fit chi2 as in gammafit***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: Fit chi2 as in gammafit***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

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