INVGAMMAFIT: Stata module to fit a two-parameter inverse gamma distribution
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.
|Requires:||Stata version 8.1 (9 for Mata functions)|
|Date of creation:||08 Nov 2007|
|Date of revision:||21 Aug 2011|
|Note:||This module should 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|
Web page: http://fmwww.bc.edu/EC/
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|Order Information:||Web: http://repec.org/docs/ssc.php|
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