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GB2FIT: Stata module to fit Generalized Beta of the Second Kind distribution by maximum likelihood

Author

Listed:
  • Stephen P. Jenkins

    (London School of Economics and Political Science)

Programming Language

Stata

Abstract

gb2fit fits by ML the 4 parameter Generalized Beta distribution of the second kind (GB2) to sample observations on a random variable. gb2pred calculates statistics summarizing a GB2 distribution which has been fitted using gb2fit. Unit record data are assumed (rather than grouped data). The Singh-Maddala (1976) distribution is the special case when parameter p = 1, and the Dagum (1977, 1980) distribution is the special case when parameter q = 1. The GB2 distribution has been shown to provide a good fit to data on income but, of course, it might also be suitable for describing any skewed variable, not only income.

Suggested Citation

  • Stephen P. Jenkins, 2007. "GB2FIT: Stata module to fit Generalized Beta of the Second Kind distribution by maximum likelihood," Statistical Software Components S456823, Boston College Department of Economics, revised 17 Jul 2012.
    • Handle: RePEc:boc:bocode:s456823
    Note: This module should be installed from within Stata by typing "ssc inst gb2fit". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/g/gb2fit.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/gb2fit_ll.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/gb2fit.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/gb2pred.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/gb2pred.hlp
    File Function: help file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Stephen P. Jenkins, 2007. "Inequality and the GB2 income distribution," Working Papers 73, ECINEQ, Society for the Study of Economic Inequality.

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