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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/

**Follow-Ups**:**Re: st: Fit chi2 as in gammafit***From:*Nick Cox <[email protected]>

**References**:**st: Fit chi2 as in gammafit***From:*Laurie Molina <[email protected]>

**Re: st: Fit chi2 as in gammafit***From:*Nick Cox <[email protected]>

**Re: st: Fit chi2 as in gammafit***From:*Maarten Buis <[email protected]>

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