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Re: st: Comparing two lognormal distributions


From   Gordon Hughes <G.A.Hughes@ed.ac.uk>
To   statalist@hsphsun2.harvard.edu
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
g.a.hughes@ed.ac.uk

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