INVGAUSSFIT: Stata module to fit a two-parameter inverse Gaussian distribution

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INVGAUSSFIT: Stata module to fit a two-parameter inverse Gaussian distribution

Author Info

Nicholas J. Cox () (Durham University)
Stephen P. Jenkins () (University of Essex)

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Abstract

invgaussfit fits a two-parameter inverse Gaussian distribution with a location parameter and a scale parameter, optionally as dependent on covariates. invgausscf does the same using closed form solutions, except that no covariates are allowed. Stata 8.1 is required for both. qinvgauss and pinvgauss plot q-q and p-p plots for observed data versus results from a fitted inverse Gaussian. Stata 9 is required for both. Various Mata functions for the inverse Gaussian for density, cdf and quantile (inverse cdf) calculations are included in the code for qinvgauss.

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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S456799.

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Programming language: Stata
Requires: Stata version 8.1 (9 for qinvgauss, pinvgauss)
Date of creation: 15 Dec 2006
Date of revision:
Handle: RePEc:boc:bocode:s456799

Note: This module may be installed from within Stata by typing "ssc install invgaussfit". Windows users should not attempt to download these files with a web browser.
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
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This page was last updated on 2008-7-24.

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