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Re: st: Fit chi2 as in gammafit
From
Tirthankar Chakravarty <[email protected]>
To
[email protected]
Subject
Re: st: Fit chi2 as in gammafit
Date
Tue, 30 Aug 2011 13:11:39 -0700
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 <[email protected]> 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 <[email protected]> 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 <[email protected]> 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?
>>>
>>> Thank you all in advance,
>>>
>>> LM
>>> *
>>> * 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/
>>
>
>
>
> --
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
>
> http://www.maartenbuis.nl
> --------------------------
>
> *
> * 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/
>
--
Tirthankar Chakravarty
[email protected]
[email protected]
*
* 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/