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]

Re: st: Comparing two lognormal distributions

From   Gordon Hughes <>
Subject   Re: st: Comparing two lognormal distributions
Date   Sun, 06 Jan 2013 15:01:52 +0000

Nick was being a little too polite. The regular lognormal distribution is not defined by any truncation parameter because it has a natural threshold at 0. -lognfit- will work well for fitting a full lognormal distribution in which the parameters (mean and variance) are functions of company type if that is what interests you.

If your data is truncated in some way, it will be very hard to establish that it is best fitted by a truncated lognormal rather than a truncated normal distribution. Given the nature of your problem you might wish to consider whether frontier models using Stata commands -frontier- and -xtfrontier- might be more suitable for what you are trying to do, since these are inherently specified in terms of truncated distributions.

Gordon Hughes

*   For searches and help try:

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