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st: RE: Selection of distribution
From
"Feiveson, Alan H. (JSC-SK311)" <[email protected]>
To
"[email protected]" <[email protected]>
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: [email protected] [mailto:[email protected]] On Behalf Of Paul Millar
Sent: Monday, August 27, 2012 4:02 PM
To: [email protected]
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
www.paulmillar.ca
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