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From |
Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 30 Aug 2011 13:24:36 -0700 |

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? >>>>> > > * > * 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 tchakravarty@ucsd.edu tirthankar.chakravarty@gmail.com * * 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 <njcoxstata@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>

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

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