Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: Selection of distribution

From   "Feiveson, Alan H. (JSC-SK311)" <>
To   "" <>
Subject   st: RE: Selection of distribution
Date   Mon, 27 Aug 2012 16:17:13 -0500

Well, for the beta and gamma distributions, you can use -betafit- and -gammafit_ repsectively. Also, for the Weibull, log normal,  inverse gaussian or other distributions supported by -streg-, you can use -streg- after -stset- (assuming all observations are "failures"). These all give maximum likelihood estimates of the parameters. Other methods are possible, e.g. method of moments, etc.

Al Feiveson

-----Original Message-----
From: [] On Behalf Of Paul Millar
Sent: Monday, August 27, 2012 4:02 PM
Subject: st: Selection of distribution

Dear Statalisters,

Are there any commands that, given a variable with empirical values,
will select the distribution which best fits those values?  For the
gamma distribution (for example) is there a program (user-written or
otherwise) that will tell me which parameters of a density function
will best fit the data?

Any help would be appreciated...

-- Paul
- Paul Millar, Ph.D.
School of Criminology and Criminal Justice
Nipissing University
North Bay, Ontario, Canada
*   For searches and help try:

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index