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

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Author Info
Stephen P. Jenkins () (University of Essex)

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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.

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File URL: http://fmwww.bc.edu/repec/bocode/g/gb2fit.ado
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S456823.

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Programming language: Stata
Requires: Stata version 8.2
Date of creation: 16 Mar 2007
Date of revision:
Handle: RePEc:boc:bocode:s456823

Note: This module may be installed from within Stata by typing "ssc inst gb2fit". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
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Web page: http://fmwww.bc.edu/EC/
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Related research
Keywords: Generalized Beta of the Second Kind GB2 inequality maximum likelihood

Statistics
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