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Fitting functional forms to distributions, using -ml-

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

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Abstract

This talk will describe some programs to fit generalized beta of the second kind, Singh-Maddala, Dagum, and lognormal distributions to data on income or indeed any other skewed variable of interest. The programs allow the key distributional parameters to vary with covariates, and also handle svy data. (The programs use features introduced to ml in version 8.1.) To assess goodness of fit graphically, one can draw q-q and p-p plots using programs written by Nick Cox.

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Paper provided by Stata Users Group in its series German Stata Users' Group Meetings 2004 with number 2.

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Handle: RePEc:boc:dsug04:2

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