st: Using the Prentice's 1974 generalized gamma distribution parametrization

[Francisco Augusto <francisco.augusto.7@gmail.com>]

Dear Statalisters,

I need to use the Generalized Gamma distribution as parametrized by
Princeton's 1974:"A log gamma model and its maximum likelihood
estimation" to my thesis project, but until this point I was not able
to find a way to develop such an approach in Stata.

I know Streg is able to compute a generalized gamma distribution from
data, but as far as I understand it does not use the q=k(-1/2)
parametrization used in the mentioned paper.

Thanks a lot in advance!
Francisco Augusto
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