INVGAMMAFIT: Stata module to fit a two-parameter inverse gamma distribution

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INVGAMMAFIT: Stata module to fit a two-parameter inverse gamma distribution

Author Info

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

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Abstract

invgammafit fits a two-parameter inverse gamma distribution with a shape parameter and a scale parameter, optionally as dependent on covariates. qinvgamma and pinvgamma plot q-q and p-p plots for observed data versus results from a fitted inverse gamma. Various Mata functions for the inverse gamma are also included.

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File URL: http://fmwww.bc.edu/repec/bocode/i/invgammafit.ado
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File URL: http://fmwww.bc.edu/repec/bocode/i/invgammafit.hlp
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File URL: http://fmwww.bc.edu/repec/bocode/i/invgammafit_lf.ado
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File URL: http://fmwww.bc.edu/repec/bocode/i/invgamma.mata
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File URL: http://fmwww.bc.edu/repec/bocode/p/pinvgamma.ado
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File URL: http://fmwww.bc.edu/repec/bocode/q/qinvgamma.ado
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File URL: http://fmwww.bc.edu/repec/bocode/p/pinvgamma.hlp
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File URL: http://fmwww.bc.edu/repec/bocode/q/qinvgamma.hlp
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S456889.

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Programming language: Stata
Requires: Stata version 8.1 (9 for Mata functions)
Date of creation: 08 Nov 2007
Date of revision: 09 May 2008
Handle: RePEc:boc:bocode:s456889

Note: This module may be installed from within Stata by typing "ssc install invgammafit". 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
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

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Web: http://repec.org/docs/ssc.php

For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

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This page was last updated on 2009-11-10.

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