Re: st: Fit chi2 as in gammafit

[Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>]

Fair point Nick - one which I neglected to take into account.

T

On Tue, Aug 30, 2011 at 1:19 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> 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?
>>>>>
>
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-- 
Tirthankar Chakravarty
tchakravarty@ucsd.edu
tirthankar.chakravarty@gmail.com

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