st: q-q plots, theoretical distribution with values higher than the sample's cutoff point

[Lucia Latino <Latino@economia.uniroma2.it>]

Dear Statalist,

I am having some problems with the q-q plots for Dagum, gb2, lognormal  
and Singh-Maddala distributions using programs written by Nick Cox.

After having fit the distribution (e.g. lognfit dec_ae, svy), I run  
the command for the q-q plot (e.g. qlogn dec_ae [pweight=iwght]).

I repeat the same procedure for the other distributions (Dagum, gb2  
and Singh-Maddala). All the plots show a strange behavior: in all the  
qq-plots, the points follow a strongly nonlinear patters. At the  
beginning they follow the 45 degree line, then they depart  
significantly from the 45 degree line and become flat around the value  
10,000, which is the max value for dec_ae.

What does it mean? Why the theoretical distribution takes value higher  
than 10,000?

I hope I was clear enough. I wish I could show you the plots, but I  
understood I cannot attach  them.

Best,
Lucia


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